+73.2%
SAP vs GFS
-23.4%
+96.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +1.6% |
| 7D | +1.6% | -3.1% | +4.8% | +1.7% |
| 30D | +10.5% | -16.0% | +26.6% | +11.1% |
| 3M | +15.2% | -24.7% | +39.9% | +16.2% |
| 6M | +36.7% | -45.1% | +81.8% | +39.1% |
| YTD | -0.6% | +16.5% | -17.0% | -10.9% |
| 1Y | -4.1% | +19.3% | -23.5% | -14.6% |
| 3Y | +73.2% | -20.0% | +93.2% | +58.5% |
| All | +73.2% | -23.4% | +96.7% | +58.5% |
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