+4,437.1%
SNDK vs GFS
+8.0%
+4,429.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -5.6% |
| 7D | -6.1% | +3.8% | -10.0% | -9.6% |
| 30D | +21.5% | -11.7% | +33.2% | +36.9% |
| 3M | -13.2% | -41.8% | +28.6% | +51.1% |
| 6M | +149.2% | +6.6% | +142.6% | +151.6% |
| YTD | +588.1% | +34.6% | +553.4% | +432.4% |
| 1Y | +1,837.5% | +46.2% | +1,791.4% | +1,298.6% |
| All | +4,437.1% | +8.0% | +4,429.1% | +4,696.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling