+2,233.8%
SAP vs GD
+4,853.9%
-2,620.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -2.9% | -5.3% | +2.4% | -0.7% |
| 30D | +9.0% | -6.4% | +15.4% | +12.1% |
| 3M | +14.9% | +5.7% | +9.2% | +12.0% |
| 6M | +11.9% | -0.9% | +12.8% | +11.6% |
| YTD | -9.9% | +8.2% | -18.1% | -13.7% |
| 1Y | -19.5% | +13.4% | -33.0% | -24.6% |
| 3Y | +61.8% | +68.5% | -6.7% | +25.3% |
| 5Y | +56.2% | +97.2% | -41.0% | +11.3% |
| 10Y | +180.6% | +190.2% | -9.6% | +62.5% |
| All | +2,233.8% | +4,853.9% | -2,620.2% | +368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling