+293.4%
SN vs GFI
+225.0%
+68.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.7% |
| 7D | -7.2% | -5.1% | -2.1% | -6.7% |
| 30D | -13.4% | +13.4% | -26.8% | -14.4% |
| 3M | +26.8% | +36.2% | -9.4% | +23.0% |
| 6M | +44.6% | -9.8% | +54.4% | +44.1% |
| YTD | +45.3% | +7.7% | +37.6% | +43.4% |
| 1Y | +40.1% | +27.2% | +12.9% | +37.4% |
| 3Y | +375.3% | +300.3% | +75.0% | +318.6% |
| All | +293.4% | +225.0% | +68.4% | +260.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling