+170.5%
GM vs SFM
+82.1%
+88.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -2.4% | -10.6% | +8.2% | -1.6% |
| 30D | -1.1% | -15.5% | +14.4% | +0.1% |
| 3M | +6.1% | -17.4% | +23.5% | +7.5% |
| 6M | +15.0% | -3.4% | +18.4% | +14.6% |
| YTD | +6.0% | -8.7% | +14.7% | +6.1% |
| 1Y | +47.1% | -47.2% | +94.3% | +57.3% |
| 3Y | +170.5% | +82.7% | +87.8% | +126.3% |
| All | +170.5% | +82.1% | +88.4% | +126.3% |
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