+178.2%
SAP vs GD
+190.3%
-12.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | -2.9% | -5.3% | +2.4% | -0.9% |
| 30D | +9.0% | -6.4% | +15.4% | +11.8% |
| 3M | +14.9% | +5.7% | +9.2% | +12.2% |
| 6M | +11.9% | -0.9% | +12.8% | +11.8% |
| YTD | -9.9% | +8.2% | -18.1% | -13.3% |
| 1Y | -19.5% | +13.4% | -33.0% | -24.2% |
| 3Y | +61.8% | +68.5% | -6.7% | +26.5% |
| 5Y | +56.2% | +97.2% | -41.0% | +12.0% |
| All | +178.2% | +190.3% | -12.1% | +66.8% |
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