+319.5%
SN vs GFI
+237.2%
+82.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.9% |
| 7D | -9.3% | +3.1% | -12.5% | -9.6% |
| 30D | -4.8% | +27.1% | -31.9% | -7.0% |
| 3M | +40.4% | +21.2% | +19.3% | +37.4% |
| 6M | +50.9% | -4.5% | +55.5% | +49.8% |
| YTD | +54.9% | +11.7% | +43.2% | +52.3% |
| 1Y | +43.0% | +46.0% | -3.0% | +39.4% |
| 3Y | +391.8% | +309.6% | +82.3% | +332.8% |
| All | +319.5% | +237.2% | +82.3% | +282.7% |
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 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