+1.3%
GFS vs SNY
+6.0%
-4.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +3.8% | -3.3% | +7.2% | +4.4% |
| 30D | -11.7% | -2.2% | -9.6% | -11.5% |
| 3M | -41.8% | -3.0% | -38.7% | -41.6% |
| 6M | +6.6% | +2.7% | +3.9% | +5.5% |
| YTD | +34.6% | -6.8% | +41.5% | +35.7% |
| 1Y | +46.2% | -5.3% | +51.4% | +46.6% |
| 3Y | -20.3% | -9.8% | -10.5% | -19.6% |
| All | +1.3% | +6.0% | -4.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling