-14.4%
SMR vs GFI
+273.0%
-287.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.6% | -16.0% |
| 7D | -11.2% | -2.7% | -8.5% | -10.4% |
| 30D | -10.2% | +13.2% | -23.5% | -14.2% |
| 3M | -10.0% | +28.5% | -38.5% | -18.2% |
| 6M | -30.5% | -6.2% | -24.3% | -29.7% |
| YTD | -39.2% | +8.7% | -48.0% | -41.6% |
| 1Y | -75.5% | +24.8% | -100.4% | -77.3% |
| 3Y | +45.4% | +298.0% | -252.6% | -3.5% |
| All | -14.4% | +273.0% | -287.4% | -43.0% |
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 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