-17.3%
GIS vs SFM
+140.2%
-157.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.2% |
| 7D | -3.4% | +6.0% | -9.4% | -4.1% |
| 30D | +6.9% | -19.5% | +26.3% | +9.4% |
| 3M | -10.1% | -37.0% | +26.9% | -5.2% |
| 6M | +5.9% | -41.0% | +46.9% | +12.3% |
| YTD | -21.1% | -34.6% | +13.5% | -17.8% |
| 1Y | -22.5% | -36.3% | +13.8% | -19.0% |
| 3Y | -39.0% | +24.5% | -63.5% | -46.2% |
| 5Y | -33.3% | +115.9% | -149.2% | -48.8% |
| All | -17.3% | +140.2% | -157.4% | -40.6% |
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