+8.2%
GD vs SNY
+2.7%
+5.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -3.4% |
| 7D | +3.0% | +12.4% | -9.4% | +0.6% |
| 30D | +10.5% | +20.1% | -9.6% | +6.5% |
| 3M | -5.0% | +11.2% | -16.2% | -7.1% |
| 6M | +5.5% | +9.5% | -4.0% | +3.2% |
| YTD | +10.3% | +3.4% | +6.9% | +7.9% |
| 1Y | +8.2% | +2.0% | +6.1% | +5.8% |
| All | +8.2% | +2.7% | +5.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling