+53.9%
GD vs SM
-20.0%
+73.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -5.0% | -25.9% | +20.9% | -2.7% |
| 30D | +8.9% | -15.1% | +24.0% | +10.3% |
| 3M | -8.0% | +4.9% | -12.9% | -8.8% |
| 6M | +2.9% | +6.1% | -3.2% | +1.2% |
| YTD | +7.1% | +63.4% | -56.4% | -0.5% |
| 1Y | +5.9% | +72.5% | -66.5% | -2.3% |
| 3Y | +53.9% | -16.9% | +70.8% | +49.4% |
| All | +53.9% | -20.0% | +73.9% | +49.4% |
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