-9.5%
GFS vs SUNB
-4.1%
-5.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.8% |
| 7D | +2.6% | +3.4% | -0.7% | +0.8% |
| 30D | -16.4% | -14.5% | -1.9% | -9.0% |
| 3M | -41.6% | -13.8% | -27.8% | -36.8% |
| 6M | -3.7% | -5.9% | +2.2% | -4.1% |
| All | -9.5% | -4.1% | -5.4% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling