+1,073.2%
GD vs SNY
+287.2%
+786.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +0.6% | +2.0% | -1.4% | 0.0% |
| 30D | +9.5% | +21.9% | -12.4% | +2.6% |
| 3M | -5.8% | +11.2% | -17.0% | -9.2% |
| 6M | +7.7% | +14.0% | -6.2% | +2.8% |
| YTD | +11.1% | +5.5% | +5.6% | +8.4% |
| 1Y | +6.1% | -1.1% | +7.2% | +5.6% |
| 3Y | +59.8% | +21.2% | +38.6% | +46.1% |
| 5Y | +104.6% | +16.4% | +88.2% | +84.0% |
| 10Y | +170.6% | +77.9% | +92.7% | +105.9% |
| All | +1,073.2% | +287.2% | +786.0% | +569.1% |
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 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