+56.2%
SAP vs GFI
+304.2%
-248.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.3% | +4.7% | -5.0% | -0.6% |
| 30D | +0.3% | +14.4% | -14.1% | -0.8% |
| 3M | +16.9% | +32.5% | -15.6% | +14.3% |
| 6M | +6.3% | -7.2% | +13.5% | +6.3% |
| YTD | -12.4% | +10.9% | -23.3% | -13.6% |
| 1Y | -21.6% | +35.5% | -57.1% | -24.1% |
| All | +56.2% | +304.2% | -248.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling