+44.4%
SITM vs GFI
+6.9%
+37.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.3% | -15.7% | -10.7% |
| 7D | -19.5% | +1.4% | -21.0% | -19.8% |
| 30D | -43.2% | +3.0% | -46.2% | -43.6% |
| 3M | -30.8% | +10.2% | -41.0% | -32.4% |
| 6M | -28.6% | -10.1% | -18.5% | -27.7% |
| YTD | +14.2% | -11.4% | +25.6% | +15.1% |
| 1Y | +44.4% | +8.4% | +36.0% | +45.1% |
| All | +44.4% | +6.9% | +37.4% | +45.1% |
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