+54.9%
GD vs SN
+384.9%
-330.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.3% |
| 7D | -3.9% | +3.8% | -7.7% | -4.2% |
| 30D | +8.1% | +17.5% | -9.5% | +6.6% |
| 3M | -6.8% | +19.2% | -26.0% | -8.2% |
| 6M | +3.0% | +84.9% | -81.9% | -2.4% |
| YTD | +7.8% | +94.0% | -86.3% | +1.3% |
| 1Y | +5.8% | +151.3% | -145.5% | -2.8% |
| All | +54.9% | +384.9% | -330.1% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling