+697.7%
GS vs SFM
+132.6%
+565.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.3% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -1.6% | -4.4% | +2.8% | -1.1% |
| 3M | -4.5% | +1.5% | -6.0% | -5.2% |
| 6M | +20.9% | +6.5% | +14.4% | +18.4% |
| YTD | +19.9% | +2.2% | +17.7% | +18.0% |
| 1Y | +41.4% | -41.9% | +83.3% | +50.8% |
| 3Y | +239.2% | +106.8% | +132.4% | +194.8% |
| 5Y | +185.0% | +231.6% | -46.5% | +125.9% |
| 10Y | +655.0% | +258.4% | +396.5% | +461.3% |
| All | +697.7% | +132.6% | +565.1% | +522.7% |
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