+9.3%
GD vs SOLS
+21.0%
-11.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.7% | -7.5% | +2.5% |
| 7D | -3.0% | +8.0% | -11.1% | -2.9% |
| 30D | +9.3% | +3.7% | +5.5% | +9.3% |
| 3M | -7.2% | +4.6% | -11.8% | -7.1% |
| 6M | +5.5% | -18.5% | +23.9% | +4.5% |
| YTD | +9.5% | +31.4% | -21.9% | +9.2% |
| 1Y | +6.4% | +34.5% | -28.0% | +6.0% |
| All | +9.3% | +21.0% | -11.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling