+72.4%
SAP vs GFS
-13.3%
+85.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +1.5% | -5.3% | +6.8% | +2.0% |
| 30D | +8.8% | -15.8% | +24.6% | +10.6% |
| 3M | +12.1% | -18.6% | +30.7% | +14.0% |
| 6M | +34.6% | -45.0% | +79.5% | +41.5% |
| YTD | -2.1% | +16.8% | -18.9% | -12.3% |
| 1Y | -5.5% | +17.8% | -23.3% | -15.7% |
| 3Y | +67.4% | -21.5% | +89.0% | +56.6% |
| 5Y | +74.6% | -29.3% | +103.9% | +57.4% |
| All | +72.4% | -13.3% | +85.7% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling