+328.0%
SN vs GFI
+304.2%
+23.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -3.4% | +4.7% | -8.1% | -3.8% |
| 30D | -9.1% | +14.4% | -23.5% | -10.1% |
| 3M | +31.8% | +32.5% | -0.7% | +28.4% |
| 6M | +52.0% | -7.2% | +59.2% | +51.0% |
| YTD | +51.3% | +10.9% | +40.4% | +49.3% |
| 1Y | +46.9% | +35.5% | +11.4% | +44.6% |
| All | +328.0% | +304.2% | +23.7% | +298.7% |
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