-34.9%
GIS vs SFM
+112.8%
-147.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -8.1% | -0.4% | -7.6% | -8.0% |
| 30D | +5.3% | -19.2% | +24.5% | +6.6% |
| 3M | -10.5% | -40.3% | +29.8% | -7.6% |
| 6M | +1.8% | -40.9% | +42.7% | +5.1% |
| YTD | -22.9% | -35.5% | +12.6% | -21.1% |
| 1Y | -22.9% | -37.4% | +14.5% | -21.0% |
| 3Y | -40.5% | +25.5% | -66.0% | -46.4% |
| 5Y | -34.9% | +113.0% | -147.9% | -48.8% |
| All | -34.9% | +112.8% | -147.6% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling