+70.6%
GD vs SN
+490.7%
-420.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | +5.7% | +40.4% | -34.7% | +3.1% |
| 6M | -0.9% | +50.9% | -51.9% | -4.1% |
| YTD | +8.2% | +54.9% | -46.8% | +4.4% |
| 1Y | +13.4% | +43.0% | -29.6% | +10.0% |
| 3Y | +68.5% | +391.8% | -323.3% | +55.3% |
| All | +70.6% | +490.7% | -420.1% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling