+20.3%
SGOV vs GD
+177.7%
-157.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.1% | -3.2% | +3.2% | +0.1% |
| 30D | +0.3% | -9.6% | +9.9% | +0.3% |
| 3M | +0.9% | +4.3% | -3.4% | +0.9% |
| 6M | +1.8% | +0.5% | +1.3% | +1.8% |
| YTD | +2.5% | +6.6% | -4.1% | +2.5% |
| 1Y | +3.8% | +11.6% | -7.8% | +3.8% |
| 3Y | +14.4% | +72.6% | -58.2% | +14.4% |
| 5Y | +20.1% | +95.2% | -75.0% | +20.2% |
| All | +20.3% | +177.7% | -157.4% | +20.3% |
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