+139.3%
GS vs SFM
+105.4%
+34.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | +0.2% |
| 7D | -3.2% | -1.2% | -2.0% | -3.1% |
| 30D | -2.4% | -24.8% | +22.4% | +0.2% |
| 3M | -15.7% | -43.7% | +28.0% | -10.6% |
| 6M | -6.8% | -37.3% | +30.5% | -3.0% |
| YTD | -0.1% | -38.4% | +38.3% | +3.7% |
| 1Y | +12.1% | -36.9% | +49.0% | +15.8% |
| 3Y | +185.8% | +20.7% | +165.1% | +164.1% |
| All | +139.3% | +105.4% | +34.0% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling