+4,789.7%
SITM vs GFI
+913.5%
+3,876.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.7% |
| 7D | +3.9% | -4.9% | +8.7% | +4.6% |
| 30D | -6.6% | +10.7% | -17.3% | -8.1% |
| 3M | -11.9% | +25.6% | -37.5% | -15.2% |
| 6M | +81.1% | -8.3% | +89.4% | +81.6% |
| YTD | +80.0% | +6.3% | +73.7% | +75.8% |
| 1Y | +145.8% | +22.1% | +123.8% | +134.9% |
| 3Y | +475.9% | +289.2% | +186.7% | +358.6% |
| 5Y | +189.2% | +531.7% | -342.4% | +105.7% |
| All | +4,789.7% | +913.5% | +3,876.2% | +4,582.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling