+142.0%
SFM vs GPC
+93.7%
+48.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.3% |
| 7D | -10.2% | +0.8% | -11.1% | -10.4% |
| 30D | -23.9% | -1.1% | -22.8% | -23.7% |
| 3M | -42.3% | -6.6% | -35.6% | -41.2% |
| 6M | -40.1% | +22.2% | -62.4% | -43.5% |
| YTD | -37.8% | +5.1% | -42.8% | -39.2% |
| 1Y | -37.1% | +2.8% | -39.9% | -38.2% |
| 3Y | +21.5% | +2.4% | +19.2% | +16.8% |
| 5Y | +103.8% | +7.8% | +96.0% | +91.6% |
| 10Y | +142.0% | +87.2% | +54.7% | +81.9% |
| All | +142.0% | +93.7% | +48.2% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling