+58.7%
SAP vs GFS
-3.7%
+62.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | +9.0% | -8.6% | +17.6% | +10.0% |
| 3M | +14.9% | -46.5% | +61.5% | +23.7% |
| 6M | +11.9% | -4.8% | +16.7% | +7.1% |
| YTD | -9.9% | +29.7% | -39.6% | -19.8% |
| 1Y | -19.5% | +35.8% | -55.4% | -29.3% |
| 3Y | +61.8% | -18.3% | +80.1% | +52.3% |
| All | +58.7% | -3.7% | +62.4% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling