+7,973.4%
GD vs SM
+1,608.3%
+6,365.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.5% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -6.4% | +25.6% | -32.0% | -8.7% |
| 3M | +5.7% | +8.0% | -2.3% | +4.4% |
| 6M | -0.9% | +50.8% | -51.7% | -5.9% |
| YTD | +8.2% | +97.9% | -89.7% | -0.3% |
| 1Y | +13.4% | +33.8% | -20.4% | +8.5% |
| 3Y | +68.5% | -7.8% | +76.2% | +64.2% |
| 5Y | +97.2% | +104.8% | -7.6% | +72.5% |
| 10Y | +190.2% | +7.2% | +182.9% | +116.7% |
| All | +7,973.4% | +1,608.3% | +6,365.1% | +4,309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling