+165.5%
SITM vs GFI
+45.3%
+120.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +6.9% |
| 7D | +9.7% | +3.1% | +6.6% | +8.9% |
| 30D | +12.7% | +27.1% | -14.4% | +6.8% |
| 3M | -13.4% | +21.2% | -34.6% | -17.6% |
| 6M | +59.6% | -4.5% | +64.1% | +56.9% |
| YTD | +73.3% | +11.7% | +61.6% | +64.0% |
| 1Y | +165.5% | +46.0% | +119.5% | +129.3% |
| All | +165.5% | +45.3% | +120.3% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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