+380.7%
GH vs SFM
+87.1%
+293.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -0.7% |
| 7D | -8.2% | -7.1% | -1.1% | -7.6% |
| 30D | -4.9% | -21.4% | +16.5% | -3.3% |
| 3M | -6.2% | -40.1% | +33.8% | -2.2% |
| 6M | +60.0% | -38.0% | +98.1% | +66.0% |
| YTD | +51.5% | -36.5% | +88.1% | +56.2% |
| 1Y | +58.4% | -35.2% | +93.6% | +62.8% |
| 3Y | +617.2% | +23.5% | +593.8% | +564.6% |
| 5Y | +47.0% | +109.7% | -62.7% | +24.1% |
| All | +380.7% | +87.1% | +293.6% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling