+68.9%
GD vs SN
+659.6%
-590.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.8% |
| 7D | -5.0% | +7.2% | -12.2% | -5.4% |
| 30D | +8.9% | +20.4% | -11.5% | +7.5% |
| 3M | -8.0% | +23.9% | -32.0% | -9.5% |
| 6M | +2.9% | +93.0% | -90.1% | -1.9% |
| YTD | +7.1% | +99.2% | -92.2% | +1.5% |
| 1Y | +5.9% | +142.6% | -136.7% | -1.0% |
| 3Y | +53.9% | +398.8% | -344.9% | +39.7% |
| All | +68.9% | +659.6% | -590.7% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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