+380.9%
GH vs SFM
+90.2%
+290.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.1% |
| 7D | +0.9% | -0.4% | +1.4% | +1.0% |
| 30D | -4.5% | -19.2% | +14.8% | -3.1% |
| 3M | -6.2% | -40.3% | +34.1% | -2.1% |
| 6M | +55.0% | -40.9% | +95.8% | +61.5% |
| YTD | +51.6% | -35.5% | +87.1% | +56.1% |
| 1Y | +58.3% | -37.4% | +95.7% | +63.4% |
| 3Y | +617.6% | +25.5% | +592.1% | +564.0% |
| 5Y | +49.2% | +113.0% | -63.8% | +25.8% |
| All | +380.9% | +90.2% | +290.8% | +355.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling