+21.9%
GD vs SARO
-21.1%
+43.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -3.5% | +1.1% | -4.5% | -3.7% |
| 30D | -9.0% | -16.2% | +7.1% | -5.2% |
| 3M | +5.1% | -1.3% | +6.4% | +4.9% |
| 6M | -1.0% | -15.2% | +14.2% | +2.2% |
| YTD | +7.3% | -14.7% | +22.0% | +10.7% |
| 1Y | +12.4% | -9.1% | +21.5% | +13.9% |
| All | +21.9% | -21.1% | +43.0% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling