+54.3%
SAP vs GFS
-2.1%
+56.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -0.3% | +4.5% | -4.8% | -0.8% |
| 30D | +0.3% | -8.2% | +8.5% | +1.2% |
| 3M | +16.9% | -38.9% | +55.7% | +23.3% |
| 6M | +6.3% | -2.9% | +9.2% | +1.5% |
| YTD | -12.4% | +31.8% | -44.2% | -22.1% |
| 1Y | -21.6% | +43.1% | -64.8% | -31.8% |
| 3Y | +54.8% | -20.6% | +75.4% | +46.9% |
| All | +54.3% | -2.1% | +56.4% | +35.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling