+4,437.1%
SNDK vs GFI
+152.4%
+4,284.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.8% |
| 7D | -6.1% | -2.7% | -3.4% | -5.2% |
| 30D | +21.5% | +13.2% | +8.3% | +15.6% |
| 3M | -13.2% | +28.5% | -41.7% | -22.2% |
| 6M | +149.2% | -6.2% | +155.4% | +146.2% |
| YTD | +588.1% | +8.7% | +579.4% | +530.8% |
| 1Y | +1,837.5% | +24.8% | +1,812.7% | +1,642.6% |
| All | +4,437.1% | +152.4% | +4,284.7% | +3,863.2% |
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