+567.4%
GS vs SFM
+47.4%
+520.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.1% | -1.2% | -5.7% |
| 7D | -6.3% | +7.5% | -13.8% | -7.3% |
| 30D | -3.1% | -20.8% | +17.7% | -0.7% |
| 3M | -17.7% | -39.4% | +21.7% | -12.6% |
| 6M | -4.6% | -34.5% | +29.9% | -0.4% |
| YTD | +0.3% | -35.2% | +35.5% | +4.2% |
| 1Y | +11.7% | -35.3% | +47.0% | +16.0% |
| 3Y | +183.6% | +23.9% | +159.6% | +162.7% |
| 5Y | +141.0% | +113.8% | +27.1% | +101.3% |
| 10Y | +507.4% | +152.0% | +355.5% | +372.0% |
| All | +567.4% | +47.4% | +520.0% | +450.0% |
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