+16.2%
GIS vs SFM
+132.6%
-116.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.3% | -2.8% |
| 7D | -7.8% | -0.1% | -7.8% | -7.9% |
| 30D | +6.6% | -4.4% | +10.9% | +7.0% |
| 3M | +21.0% | +1.5% | +19.4% | +20.4% |
| 6M | -9.1% | +6.5% | -15.5% | -10.3% |
| YTD | -13.6% | +2.2% | -15.8% | -14.5% |
| 1Y | -18.0% | -41.9% | +23.9% | -13.6% |
| 3Y | -33.7% | +106.8% | -140.4% | -43.3% |
| 5Y | -19.4% | +231.6% | -251.0% | -37.6% |
| 10Y | -21.3% | +258.4% | -279.7% | -41.9% |
| All | +16.2% | +132.6% | -116.4% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling