+228.4%
SAP vs GD
+192.5%
+36.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.3% |
| 7D | +4.0% | -3.9% | +7.9% | +5.5% |
| 30D | +15.7% | +8.1% | +7.6% | +12.1% |
| 3M | +23.4% | -6.8% | +30.2% | +26.4% |
| 6M | +41.3% | +3.0% | +38.3% | +38.9% |
| YTD | +2.0% | +7.8% | -5.8% | -1.9% |
| 1Y | -5.1% | +5.8% | -10.9% | -8.1% |
| 3Y | +82.1% | +55.3% | +26.8% | +48.0% |
| 5Y | +77.2% | +96.7% | -19.5% | +27.3% |
| All | +228.4% | +192.5% | +36.0% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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