+26.1%
GD vs SARO
-7.3%
+33.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | +0.6% | +11.8% | -11.1% | -2.1% |
| 30D | +9.5% | +44.3% | -34.9% | -0.1% |
| 3M | -5.8% | +1.9% | -7.8% | -6.6% |
| 6M | +7.7% | +7.2% | +0.5% | +4.9% |
| YTD | +11.1% | +0.2% | +10.8% | +9.8% |
| 1Y | +6.1% | +5.4% | +0.7% | +3.5% |
| All | +26.1% | -7.3% | +33.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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