-71.0%
SMR vs GFS
+44.4%
-115.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.7% | +3.2% | +1.5% | +2.7% |
| 30D | +3.2% | -9.6% | +12.8% | +8.9% |
| 3M | +9.9% | -38.5% | +48.4% | +42.6% |
| 6M | -15.1% | -1.3% | -13.8% | -14.9% |
| YTD | -27.9% | +31.8% | -59.8% | -45.7% |
| All | -71.0% | +44.4% | -115.4% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling