+231.1%
GM vs SYY
+116.5%
+114.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -2.4% | +3.9% | -6.4% | -4.5% |
| 30D | -1.1% | -1.7% | +0.6% | -0.2% |
| 3M | +6.1% | +5.2% | +0.9% | +3.0% |
| 6M | +15.0% | -0.2% | +15.2% | +13.4% |
| YTD | +6.0% | +15.4% | -9.4% | -3.7% |
| 1Y | +47.1% | +5.6% | +41.5% | +39.9% |
| 3Y | +170.5% | +28.9% | +141.6% | +126.7% |
| 5Y | +80.5% | +24.1% | +56.4% | +55.6% |
| All | +231.1% | +116.5% | +114.6% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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