+70.8%
GD vs SM
-7.7%
+78.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.5% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -6.4% | +26.3% | -32.7% | -8.5% |
| 3M | +5.7% | +8.7% | -3.0% | +4.5% |
| 6M | -0.9% | +51.7% | -52.6% | -6.4% |
| YTD | +8.2% | +99.0% | -90.9% | -1.5% |
| 1Y | +13.4% | +34.6% | -21.2% | +8.1% |
| All | +70.8% | -7.7% | +78.5% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling