+53.9%
GD vs SITM
+269.8%
-216.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +17.4% | -18.1% | -1.1% |
| 7D | -5.0% | -6.7% | +1.8% | -4.9% |
| 30D | +8.9% | -37.3% | +46.2% | +10.1% |
| 3M | -8.0% | -39.4% | +31.3% | -7.1% |
| 6M | +2.9% | -33.1% | +36.0% | +3.0% |
| YTD | +7.1% | +18.0% | -11.0% | +4.1% |
| 1Y | +5.9% | +22.7% | -16.8% | +2.7% |
| 3Y | +53.9% | +283.8% | -229.9% | +38.3% |
| All | +53.9% | +269.8% | -216.0% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling