+71.8%
GH vs SFM
-35.8%
+107.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -3.6% |
| 7D | -7.7% | -12.3% | +4.6% | -7.3% |
| 30D | -10.0% | -16.2% | +6.2% | -9.6% |
| 3M | +5.5% | -36.8% | +42.3% | +7.0% |
| 6M | +84.9% | -32.6% | +117.5% | +86.7% |
| YTD | +65.0% | -31.7% | +96.8% | +66.7% |
| 1Y | +71.8% | -35.0% | +106.8% | +73.4% |
| All | +71.8% | -35.8% | +107.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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