-45.4%
SFM vs GPC
-0.1%
-45.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -5.9% |
| 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% | -17.5% |
| 6M | -5.2% | +18.2% | -23.4% | -7.5% |
| YTD | -4.5% | +12.1% | -16.6% | -8.1% |
| 1Y | -45.4% | -0.7% | -44.7% | -43.4% |
| All | -45.4% | -0.1% | -45.3% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling