+170.6%
GD vs SSNC
+186.8%
-16.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +9.5% | -1.9% | +11.4% | +10.0% |
| 3M | -5.8% | -0.2% | -5.7% | -6.0% |
| 6M | +7.7% | +19.4% | -11.7% | +0.5% |
| YTD | +11.1% | -8.1% | +19.2% | +13.0% |
| 1Y | +6.1% | -5.3% | +11.4% | +6.7% |
| 3Y | +59.8% | +56.9% | +2.9% | +32.2% |
| 5Y | +104.6% | +8.0% | +96.6% | +90.8% |
| 10Y | +170.6% | +183.6% | -13.0% | +93.6% |
| All | +170.6% | +186.8% | -16.3% | +93.6% |
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