+69.5%
SITM vs GFI
-11.2%
+80.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +3.0% |
| 7D | +4.8% | -5.1% | +10.0% | +6.5% |
| 30D | -9.7% | +13.4% | -23.2% | -13.4% |
| 3M | -9.3% | +36.2% | -45.6% | -20.3% |
| 6M | +69.5% | -9.8% | +79.3% | +77.0% |
| All | +69.5% | -11.2% | +80.7% | +77.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling