-95.8%
SNDQ vs GFS
-22.8%
-73.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.1% | +1.4% |
| 7D | -26.2% | +4.5% | -30.7% | -17.2% |
| 30D | -60.2% | -8.2% | -52.0% | -66.1% |
| 3M | -80.4% | -38.9% | -41.6% | -89.0% |
| All | -95.8% | -22.8% | -73.0% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling