+188.7%
GD vs SSNC
+178.1%
+10.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -6.4% | +6.0% | -12.5% | -8.4% |
| 3M | +5.7% | +21.0% | -15.3% | -1.5% |
| 6M | -0.9% | +12.1% | -13.0% | -5.4% |
| YTD | +8.2% | -3.2% | +11.4% | +8.3% |
| 1Y | +13.4% | -4.4% | +17.8% | +14.0% |
| 3Y | +68.5% | +51.6% | +16.9% | +41.6% |
| 5Y | +97.2% | +21.1% | +76.1% | +76.4% |
| All | +188.7% | +178.1% | +10.6% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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