+59.8%
SAP vs GFS
-17.0%
+76.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | +9.0% | -8.6% | +17.6% | +9.4% |
| 3M | +14.9% | -46.5% | +61.5% | +19.3% |
| 6M | +11.9% | -4.8% | +16.7% | +6.5% |
| YTD | -9.9% | +29.7% | -39.6% | -19.4% |
| 1Y | -19.5% | +35.8% | -55.4% | -28.9% |
| All | +59.8% | -17.0% | +76.8% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling