+152.8%
SBUX vs GD
+174.7%
-21.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +0.2% | +0.6% | -0.5% | -0.1% |
| 30D | +19.1% | +9.5% | +9.6% | +14.0% |
| 3M | +3.6% | -5.8% | +9.5% | +6.5% |
| 6M | +5.1% | +7.7% | -2.6% | +0.9% |
| YTD | +32.9% | +11.1% | +21.8% | +25.2% |
| 1Y | +30.4% | +6.1% | +24.3% | +25.6% |
| 3Y | +13.0% | +59.8% | -46.9% | -12.5% |
| 5Y | +10.5% | +104.6% | -94.1% | -25.8% |
| 10Y | +152.8% | +170.6% | -17.8% | +51.0% |
| All | +152.8% | +174.7% | -21.9% | +51.0% |
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 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