+101.5%
SFM vs GPC
+3.6%
+97.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.5% |
| 7D | -1.2% | +1.6% | -2.8% | -1.5% |
| 30D | -24.8% | -2.1% | -22.7% | -24.3% |
| 3M | -43.7% | -6.8% | -36.9% | -42.6% |
| 6M | -37.3% | +18.6% | -55.9% | -40.3% |
| YTD | -38.4% | +2.7% | -41.0% | -39.3% |
| 1Y | -36.9% | +1.8% | -38.7% | -37.8% |
| 3Y | +20.7% | +1.1% | +19.6% | +14.9% |
| All | +101.5% | +3.6% | +97.9% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling