+218.3%
GM vs SFM
+48.8%
+169.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -0.2% | +6.0% | -6.2% | -0.9% |
| 30D | +3.6% | -19.5% | +23.0% | +5.5% |
| 3M | -0.2% | -37.0% | +36.8% | +4.5% |
| 6M | +13.9% | -41.0% | +54.9% | +19.9% |
| YTD | +6.5% | -34.6% | +41.1% | +10.0% |
| 1Y | +20.7% | -36.3% | +56.9% | +25.0% |
| 3Y | +229.5% | +24.5% | +204.9% | +204.8% |
| 5Y | +41.5% | +115.9% | -74.4% | +19.7% |
| 10Y | +204.8% | +139.5% | +65.3% | +142.7% |
| All | +218.3% | +48.8% | +169.5% | +174.3% |
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 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