-42.7%
GFS vs SN
+639.7%
-682.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.0% | -8.9% | -9.6% |
| 7D | -20.7% | +3.8% | -24.5% | -21.6% |
| 30D | -25.2% | +17.5% | -42.8% | -28.8% |
| 3M | -26.3% | +19.2% | -45.5% | -30.4% |
| 6M | -50.7% | +84.9% | -135.6% | -59.7% |
| YTD | +4.5% | +94.0% | -89.5% | -15.8% |
| 1Y | +2.5% | +151.3% | -148.9% | -23.0% |
| 3Y | -30.9% | +387.1% | -418.0% | -52.9% |
| All | -42.7% | +639.7% | -682.4% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling