+125.6%
GD vs SITM
+4,507.3%
-4,381.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.7% |
| 7D | -3.5% | +8.4% | -11.8% | -4.0% |
| 30D | -9.0% | -17.4% | +8.4% | -8.1% |
| 3M | +5.1% | -9.8% | +14.9% | +4.9% |
| 6M | -1.0% | +83.0% | -84.0% | -6.3% |
| YTD | +7.3% | +69.6% | -62.3% | +1.7% |
| 1Y | +12.4% | +144.9% | -132.5% | +3.3% |
| 3Y | +73.7% | +429.9% | -356.2% | +45.3% |
| 5Y | +93.8% | +169.2% | -75.4% | +61.7% |
| All | +125.6% | +4,507.3% | -4,381.7% | +25.7% |
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