+130.2%
GD vs SITM
+3,415.8%
-3,285.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.6% | -7.4% | +1.7% |
| 7D | -3.0% | +9.4% | -12.4% | -3.7% |
| 30D | +9.3% | -25.4% | +34.7% | +10.8% |
| 3M | -7.2% | -37.0% | +29.8% | -5.3% |
| 6M | +5.5% | -45.1% | +50.6% | +7.8% |
| YTD | +9.5% | +29.4% | -19.9% | +4.8% |
| 1Y | +6.4% | +39.8% | -33.4% | +1.2% |
| 3Y | +59.8% | +328.2% | -268.4% | +34.8% |
| 5Y | +98.0% | +87.4% | +10.6% | +69.3% |
| All | +130.2% | +3,415.8% | -3,285.6% | +29.6% |
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