+133.6%
GD vs SITM
+3,318.8%
-3,185.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.2% | +1.6% |
| 7D | -1.9% | -0.1% | -1.8% | -2.0% |
| 30D | +10.9% | -27.4% | +38.3% | +12.6% |
| 3M | -6.8% | -35.6% | +28.8% | -5.0% |
| 6M | +7.0% | -46.6% | +53.7% | +9.5% |
| YTD | +11.1% | +25.8% | -14.7% | +6.5% |
| 1Y | +7.0% | +38.2% | -31.2% | +1.8% |
| 3Y | +59.9% | +311.5% | -251.6% | +35.1% |
| 5Y | +102.5% | +94.6% | +7.8% | +72.3% |
| All | +133.6% | +3,318.8% | -3,185.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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