+177.4%
GD vs SM
+4.9%
+172.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.5% |
| 7D | -3.0% | -22.3% | +19.2% | -1.1% |
| 30D | +9.3% | -21.4% | +30.6% | +11.4% |
| 3M | -7.2% | +1.4% | -8.6% | -7.6% |
| 6M | +5.5% | +0.1% | +5.3% | +4.6% |
| YTD | +9.5% | +59.0% | -49.5% | +3.9% |
| 1Y | +6.4% | +64.3% | -57.9% | +0.6% |
| 3Y | +59.8% | -13.1% | +73.0% | +56.9% |
| 5Y | +98.0% | -13.9% | +111.8% | +90.7% |
| 10Y | +177.4% | +1.7% | +175.7% | +121.9% |
| All | +177.4% | +4.9% | +172.5% | +121.9% |
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