+291.7%
GPN vs SFM
+117.5%
+174.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -2.6% |
| 7D | -0.7% | -5.8% | +5.1% | -0.1% |
| 30D | +3.8% | -11.4% | +15.2% | +5.1% |
| 3M | +39.2% | -12.2% | +51.4% | +40.9% |
| 6M | +17.9% | -5.2% | +23.0% | +17.7% |
| YTD | +16.4% | -4.5% | +20.8% | +15.9% |
| 1Y | +3.6% | -45.4% | +49.0% | +9.9% |
| 3Y | -26.7% | +91.1% | -117.8% | -33.3% |
| 5Y | -44.8% | +226.8% | -271.6% | -53.6% |
| 10Y | +24.1% | +291.9% | -267.8% | -2.3% |
| All | +291.7% | +117.5% | +174.2% | +241.9% |
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