+16.4%
GM vs SKDD
-36.8%
+53.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +28.6% | -31.9% | -3.8% |
| 7D | +4.2% | +60.6% | -56.4% | +3.2% |
| 30D | +8.9% | +76.2% | -67.3% | +7.1% |
| 3M | +0.4% | -4.6% | +5.0% | +0.1% |
| All | +16.4% | -36.8% | +53.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 1y: compounded portfolio wealth divided by compounded SKDD 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…
1y analysis · Full analysis span regression · Available span rolling