+475.9%
SITM vs GFI
+287.6%
+188.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +3.9% | -4.9% | +8.7% | +4.7% |
| 30D | -6.6% | +10.7% | -17.3% | -8.4% |
| 3M | -11.9% | +25.6% | -37.5% | -15.9% |
| 6M | +81.1% | -8.3% | +89.4% | +80.9% |
| YTD | +80.0% | +6.3% | +73.7% | +74.6% |
| 1Y | +145.8% | +22.1% | +123.8% | +133.0% |
| 3Y | +475.9% | +289.2% | +186.7% | +340.3% |
| All | +475.9% | +287.6% | +188.2% | +340.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling