+231.1%
GM vs SFM
+271.4%
-40.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.4% | -10.6% | +8.2% | -1.2% |
| 30D | -1.1% | -15.5% | +14.4% | +0.7% |
| 3M | +6.1% | -17.4% | +23.5% | +8.1% |
| 6M | +15.0% | -3.4% | +18.4% | +14.5% |
| YTD | +6.0% | -8.7% | +14.7% | +6.1% |
| 1Y | +47.1% | -47.2% | +94.3% | +56.9% |
| 3Y | +170.5% | +82.7% | +87.8% | +142.2% |
| 5Y | +80.5% | +214.3% | -133.8% | +49.2% |
| All | +231.1% | +271.4% | -40.3% | +152.5% |
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