+21.1%
GD vs SARO
-23.7%
+44.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.0% |
| 7D | -3.2% | -4.0% | +0.8% | -2.2% |
| 30D | -9.6% | -16.1% | +6.5% | -5.7% |
| 3M | +4.3% | -4.5% | +8.8% | +5.0% |
| 6M | +0.5% | -17.0% | +17.6% | +4.3% |
| YTD | +6.6% | -17.5% | +24.2% | +10.8% |
| 1Y | +11.6% | -12.3% | +23.9% | +14.0% |
| All | +21.1% | -23.7% | +44.8% | +25.3% |
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