+226.8%
SFM vs GPC
+29.0%
+197.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -5.7% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -11.4% | -0.4% | -11.0% | -11.2% |
| 3M | -12.2% | +39.2% | -51.4% | -19.9% |
| 6M | -5.2% | +18.2% | -23.4% | -9.6% |
| YTD | -4.5% | +12.1% | -16.6% | -8.1% |
| 1Y | -45.4% | -0.7% | -44.7% | -45.6% |
| 3Y | +91.1% | -1.7% | +92.8% | +85.8% |
| 5Y | +226.8% | +29.3% | +197.5% | +181.0% |
| All | +226.8% | +29.0% | +197.7% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling