-18.8%
GFS vs SUNB
+12.2%
-31.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.7% | -4.3% |
| 7D | -12.5% | -2.6% | -9.9% | -11.2% |
| 30D | -16.9% | +4.3% | -21.2% | -18.7% |
| 3M | -22.3% | +0.8% | -23.0% | -22.4% |
| 6M | -40.2% | +9.2% | -49.4% | -42.5% |
| All | -18.8% | +12.2% | -31.0% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling