-5.9%
SAP vs GFS
+15.5%
-21.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.9% | +10.2% | +3.4% |
| 7D | +1.3% | -12.5% | +13.8% | -0.4% |
| 30D | +15.5% | -16.9% | +32.5% | +13.0% |
| 3M | +22.8% | -22.3% | +45.0% | +19.3% |
| 6M | +42.5% | -40.2% | +82.7% | +33.5% |
| YTD | +0.5% | +16.0% | -15.4% | -8.1% |
| 1Y | -5.9% | +17.7% | -23.6% | -15.6% |
| All | -5.9% | +15.5% | -21.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling