-5.1%
SNXX vs GFI
-27.1%
+22.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | +2.9% | -46.0% | -44.8% |
| 7D | -66.8% | +7.7% | -74.6% | -68.8% |
| 30D | -79.7% | +4.6% | -84.2% | -80.5% |
| 3M | -72.8% | +3.8% | -76.6% | -74.4% |
| 6M | -84.7% | -7.3% | -77.4% | -85.0% |
| All | -5.1% | -27.1% | +22.0% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling