+70.8%
GD vs SN
+389.7%
-318.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.7% |
| 7D | -5.3% | -9.3% | +4.1% | -4.6% |
| 30D | -6.4% | -4.8% | -1.6% | -6.1% |
| 3M | +5.7% | +40.4% | -34.7% | +2.8% |
| 6M | -0.9% | +50.9% | -51.9% | -4.4% |
| YTD | +8.2% | +54.9% | -46.8% | +4.0% |
| 1Y | +13.4% | +43.0% | -29.6% | +9.7% |
| All | +70.8% | +389.7% | -318.9% | +57.3% |
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