+458.9%
GS vs SFM
+140.8%
+318.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +1.4% |
| 7D | -0.1% | -7.1% | +6.9% | +0.9% |
| 30D | +3.7% | -21.4% | +25.1% | +6.4% |
| 3M | -10.0% | -40.1% | +30.1% | -4.3% |
| 6M | -1.0% | -38.0% | +37.0% | +4.1% |
| YTD | +7.0% | -36.5% | +43.5% | +11.4% |
| 1Y | +16.6% | -35.2% | +51.8% | +20.9% |
| 3Y | +204.4% | +23.5% | +180.9% | +180.4% |
| 5Y | +160.0% | +109.7% | +50.3% | +115.1% |
| 10Y | +458.9% | +132.6% | +326.3% | +349.5% |
| All | +458.9% | +140.8% | +318.1% | +349.5% |
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