-91.0%
SNDQ vs GFS
-32.1%
-59.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.9% | +21.2% | +2.3% |
| 7D | +66.1% | -12.5% | +78.7% | +31.5% |
| 30D | +122.5% | -16.9% | +139.5% | +57.8% |
| 3M | +11.6% | -22.3% | +33.8% | -30.1% |
| 6M | -82.2% | -40.2% | -42.0% | -88.1% |
| All | -91.0% | -32.1% | -59.0% | -92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling