+214.8%
SAP vs GD
+190.6%
+24.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -0.7% | -5.0% | +4.3% | +1.2% |
| 30D | +11.1% | +8.9% | +2.2% | +7.3% |
| 3M | +17.0% | -8.0% | +25.1% | +20.5% |
| 6M | +34.8% | +2.9% | +31.9% | +32.7% |
| YTD | -2.2% | +7.1% | -9.3% | -5.8% |
| 1Y | -6.4% | +5.9% | -12.4% | -9.5% |
| 3Y | +75.1% | +53.9% | +21.3% | +42.9% |
| 5Y | +69.8% | +95.4% | -25.6% | +22.4% |
| All | +214.8% | +190.6% | +24.2% | +107.9% |
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