+240.0%
GM vs SYY
+347.3%
-107.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.3% |
| 7D | -1.1% | +1.5% | -2.6% | -1.9% |
| 30D | -3.4% | -2.3% | -1.1% | -2.2% |
| 3M | +8.7% | +5.5% | +3.2% | +5.4% |
| 6M | +15.4% | -1.0% | +16.4% | +14.4% |
| YTD | +6.6% | +14.1% | -7.5% | -2.6% |
| 1Y | +51.5% | +5.6% | +45.9% | +44.2% |
| 3Y | +169.3% | +27.9% | +141.5% | +127.0% |
| 5Y | +81.6% | +22.7% | +58.8% | +57.5% |
| 10Y | +240.7% | +113.9% | +126.8% | +103.0% |
| All | +240.0% | +347.3% | -107.3% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling