+573.8%
GD vs SSNC
+998.3%
-424.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | -5.0% | -3.3% | -1.6% | -3.9% |
| 30D | +8.9% | -1.3% | +10.2% | +9.2% |
| 3M | -8.0% | -2.3% | -5.7% | -7.6% |
| 6M | +2.9% | +12.6% | -9.7% | -1.8% |
| YTD | +7.1% | -10.1% | +17.2% | +9.6% |
| 1Y | +5.9% | -6.6% | +12.5% | +7.0% |
| 3Y | +53.9% | +54.0% | -0.1% | +29.9% |
| 5Y | +95.4% | +7.0% | +88.4% | +83.3% |
| 10Y | +193.5% | +176.7% | +16.8% | +94.2% |
| All | +573.8% | +998.3% | -424.5% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling