+21.5%
GPN vs SFM
-37.9%
+59.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +4.0% | -1.0% |
| 7D | +10.8% | +7.5% | +3.3% | +10.6% |
| 30D | +16.1% | -20.8% | +36.9% | +16.2% |
| 3M | +8.9% | -39.4% | +48.3% | +9.3% |
| 6M | +37.6% | -34.5% | +72.1% | +38.4% |
| YTD | +23.9% | -35.2% | +59.2% | +25.8% |
| 1Y | +21.5% | -35.3% | +56.8% | +22.3% |
| All | +21.5% | -37.9% | +59.4% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling