+4,532.8%
SITM vs GFI
+926.6%
+3,606.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.5% |
| 7D | +4.8% | -5.1% | +10.0% | +5.6% |
| 30D | -9.7% | +13.4% | -23.2% | -11.4% |
| 3M | -9.3% | +36.2% | -45.6% | -13.7% |
| 6M | +69.5% | -9.8% | +79.3% | +70.3% |
| YTD | +70.5% | +7.7% | +62.8% | +66.3% |
| 1Y | +145.3% | +27.2% | +118.1% | +133.1% |
| 3Y | +432.8% | +300.3% | +132.5% | +322.7% |
| 5Y | +174.0% | +539.8% | -365.8% | +94.6% |
| All | +4,532.8% | +926.6% | +3,606.3% | +4,328.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling