+230.7%
GM vs SSNC
+880.9%
-650.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | -1.1% | -3.9% | +2.8% | +0.9% |
| 30D | -4.6% | -0.2% | -4.4% | -4.5% |
| 3M | +0.2% | +15.9% | -15.7% | -7.9% |
| 6M | +12.6% | +7.5% | +5.2% | +7.2% |
| YTD | +3.7% | -8.2% | +11.9% | +6.5% |
| 1Y | +45.6% | -9.3% | +55.0% | +50.4% |
| 3Y | +162.0% | +48.5% | +113.5% | +106.1% |
| 5Y | +80.5% | +16.0% | +64.5% | +61.3% |
| 10Y | +231.3% | +169.2% | +62.2% | +97.0% |
| All | +230.7% | +880.9% | -650.2% | -11.1% |
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