+405.5%
GH vs SFM
+170.6%
+235.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.1% | +1.5% |
| 7D | -0.2% | -7.2% | +7.0% | +0.5% |
| 30D | -2.6% | -14.3% | +11.7% | -1.3% |
| 3M | +25.1% | -13.7% | +38.8% | +26.6% |
| 6M | +78.5% | -6.0% | +84.5% | +78.6% |
| YTD | +59.4% | -8.2% | +67.6% | +59.6% |
| 1Y | +173.9% | -46.2% | +220.1% | +192.7% |
| 3Y | +382.7% | +83.6% | +299.2% | +332.5% |
| 5Y | +24.4% | +212.7% | -188.3% | +1.5% |
| All | +405.5% | +170.6% | +235.0% | +365.4% |
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 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