+170.6%
GD vs SM
+10.6%
+160.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.6% | -0.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +9.5% | -17.3% | +26.8% | +11.0% |
| 3M | -5.8% | -3.6% | -2.3% | -5.9% |
| 6M | +7.7% | +2.9% | +4.8% | +6.6% |
| YTD | +11.1% | +70.2% | -59.2% | +4.8% |
| 1Y | +6.1% | +66.5% | -60.4% | +0.2% |
| 3Y | +59.8% | -8.2% | +68.0% | +56.2% |
| 5Y | +104.6% | -1.5% | +106.1% | +95.0% |
| 10Y | +170.6% | +11.9% | +158.7% | +115.1% |
| All | +170.6% | +10.6% | +160.0% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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