+5.8%
GD vs SNY
-1.6%
+7.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +1.9% | +3.3% | -1.4% | +1.3% |
| 30D | +9.2% | +23.9% | -14.7% | +4.7% |
| 3M | -7.5% | +10.9% | -18.3% | -9.5% |
| 6M | +5.8% | +13.1% | -7.3% | +2.9% |
| YTD | +9.8% | +5.5% | +4.2% | +6.8% |
| 1Y | +5.8% | -1.5% | +7.3% | +3.1% |
| All | +5.8% | -1.6% | +7.3% | +3.1% |
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