+1,061.2%
GD vs SNY
+286.7%
+774.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.7% | +2.8% | -0.2% | +1.7% |
| 30D | +8.6% | +21.6% | -13.0% | +1.8% |
| 3M | -7.1% | +10.5% | -17.5% | -10.2% |
| 6M | +7.5% | +14.0% | -6.6% | +2.6% |
| YTD | +9.9% | +5.4% | +4.6% | +7.3% |
| 1Y | +7.6% | -2.5% | +10.0% | +7.6% |
| 3Y | +56.2% | +22.1% | +34.1% | +42.4% |
| 5Y | +100.6% | +18.0% | +82.6% | +79.5% |
| 10Y | +167.8% | +77.7% | +90.1% | +103.9% |
| All | +1,061.2% | +286.7% | +774.5% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling