+102.9%
SFM vs GPC
+144.9%
-42.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | -4.4% | +6.0% | -10.3% | -5.9% |
| 3M | +1.5% | +42.6% | -41.1% | -8.8% |
| 6M | +6.5% | +22.8% | -16.3% | -0.3% |
| YTD | +2.2% | +15.5% | -13.3% | -3.1% |
| 1Y | -41.9% | +2.0% | -43.9% | -42.9% |
| 3Y | +106.8% | -1.4% | +108.2% | +100.2% |
| 5Y | +231.6% | +30.6% | +201.0% | +191.7% |
| 10Y | +258.4% | +80.6% | +177.8% | +173.0% |
| All | +102.9% | +144.9% | -42.0% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling