+57.8%
GD vs SNY
+22.7%
+35.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +0.6% | +2.0% | -1.4% | +0.3% |
| 30D | +9.5% | +21.9% | -12.4% | +5.2% |
| 3M | -5.8% | +11.2% | -17.0% | -7.9% |
| 6M | +7.7% | +14.0% | -6.2% | +4.7% |
| YTD | +11.1% | +5.5% | +5.6% | +9.3% |
| 1Y | +6.1% | -1.1% | +7.2% | +5.7% |
| All | +57.8% | +22.7% | +35.1% | +51.9% |
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