-9.1%
GIS vs SFM
+4.2%
-13.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.3% | -2.7% |
| 7D | -7.8% | -0.1% | -7.8% | -7.8% |
| 30D | +6.6% | -4.4% | +10.9% | +6.8% |
| 3M | +21.0% | +1.5% | +19.4% | +20.4% |
| 6M | -9.1% | +6.5% | -15.5% | -10.7% |
| All | -9.1% | +4.2% | -13.3% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling