-2.7%
GFS vs SNY
+7.0%
-9.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.1% |
| 7D | +2.6% | -2.7% | +5.4% | +3.1% |
| 30D | -16.4% | -0.7% | -15.7% | -16.3% |
| 3M | -41.6% | -1.6% | -40.0% | -41.6% |
| 6M | -3.7% | +2.3% | -5.9% | -4.6% |
| YTD | +29.3% | -6.0% | +35.3% | +30.1% |
| 1Y | +37.1% | -2.7% | +39.8% | +36.8% |
| 3Y | -22.1% | -7.5% | -14.7% | -21.8% |
| All | -2.7% | +7.0% | -9.7% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling