+73.1%
GD vs SNY
-9.4%
+82.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -3.1% | -3.6% | +0.5% | -2.5% |
| 30D | -10.9% | -1.4% | -9.5% | -10.7% |
| 3M | +2.5% | -4.2% | +6.7% | +3.1% |
| 6M | -1.7% | +2.0% | -3.7% | -2.1% |
| YTD | +6.1% | -6.7% | +12.8% | +7.1% |
| 1Y | +11.7% | -4.7% | +16.4% | +12.1% |
| All | +73.1% | -9.4% | +82.5% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling