+1,042.7%
GD vs SNY
+253.7%
+789.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.3% | -1.3% | -4.0% | -4.9% |
| 30D | -6.4% | +3.4% | -9.8% | -7.5% |
| 3M | +5.7% | -0.3% | +6.0% | +5.6% |
| 6M | -0.9% | +1.0% | -2.0% | -1.6% |
| YTD | +8.2% | -3.6% | +11.8% | +8.9% |
| 1Y | +13.4% | +3.0% | +10.4% | +11.4% |
| 3Y | +68.5% | -4.3% | +72.8% | +65.3% |
| 5Y | +97.2% | +5.2% | +92.0% | +83.4% |
| 10Y | +190.2% | +70.2% | +120.0% | +124.0% |
| All | +1,042.7% | +253.7% | +789.0% | +572.2% |
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