-21.1%
GIS vs SFM
+271.4%
-292.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -6.4% | -10.6% | +4.2% | -5.0% |
| 30D | -6.1% | -15.5% | +9.4% | -4.2% |
| 3M | +7.8% | -17.4% | +25.3% | +10.2% |
| 6M | -8.8% | -3.4% | -5.4% | -9.0% |
| YTD | -19.1% | -8.7% | -10.4% | -18.9% |
| 1Y | -24.8% | -47.2% | +22.4% | -19.3% |
| 3Y | -37.6% | +82.7% | -120.3% | -47.3% |
| 5Y | -25.4% | +214.3% | -239.7% | -45.0% |
| All | -21.1% | +271.4% | -292.5% | -46.2% |
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