+25.7%
GPN vs SFM
+268.6%
-242.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | -3.5% | -8.8% | +5.2% | -2.6% |
| 30D | +3.1% | -14.5% | +17.6% | +4.7% |
| 3M | +42.3% | -16.8% | +59.1% | +44.7% |
| 6M | +20.9% | -5.3% | +26.2% | +20.7% |
| YTD | +15.2% | -9.4% | +24.6% | +15.5% |
| 1Y | +5.4% | -46.2% | +51.6% | +11.6% |
| 3Y | -27.4% | +81.3% | -108.7% | -32.7% |
| 5Y | -44.2% | +211.9% | -256.1% | -51.8% |
| All | +25.7% | +268.6% | -242.8% | +0.6% |
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