+287.4%
GPN vs SFM
+46.8%
+240.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +1.6% | -13.6% | -12.2% |
| 7D | -7.1% | -0.4% | -6.7% | -7.2% |
| 30D | +7.7% | -19.2% | +26.9% | +9.6% |
| 3M | -0.1% | -40.3% | +40.2% | +5.0% |
| 6M | +29.4% | -40.9% | +70.3% | +35.8% |
| YTD | +15.1% | -35.5% | +50.6% | +19.0% |
| 1Y | +15.4% | -37.4% | +52.9% | +19.8% |
| 3Y | -16.5% | +25.5% | -42.0% | -20.9% |
| 5Y | -29.6% | +113.0% | -142.6% | -38.3% |
| 10Y | +34.7% | +136.3% | -101.6% | +12.2% |
| All | +287.4% | +46.8% | +240.6% | +251.0% |
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