-34.4%
GIS vs SFM
+90.5%
-124.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.4% |
| 7D | -8.3% | -5.8% | -2.5% | -8.1% |
| 30D | +2.2% | -11.4% | +13.5% | +2.5% |
| 3M | +15.7% | -12.2% | +27.9% | +16.0% |
| 6M | -12.0% | -5.2% | -6.8% | -12.0% |
| YTD | -15.0% | -4.5% | -10.5% | -15.1% |
| 1Y | -20.1% | -45.4% | +25.3% | -20.4% |
| All | -34.4% | +90.5% | -124.8% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling