+54.4%
SAP vs GFI
+515.1%
-460.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -1.2% |
| 7D | -5.1% | -5.1% | 0.0% | -4.6% |
| 30D | -1.8% | +13.4% | -15.2% | -3.0% |
| 3M | +20.9% | +36.2% | -15.3% | +17.1% |
| 6M | +7.0% | -9.8% | +16.8% | +7.3% |
| YTD | -13.7% | +7.7% | -21.4% | -15.3% |
| 1Y | -19.6% | +27.2% | -46.8% | -22.8% |
| 3Y | +52.4% | +300.3% | -247.9% | +25.3% |
| 5Y | +54.4% | +539.8% | -485.4% | +14.7% |
| All | +54.4% | +515.1% | -460.7% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling