-53.7%
SMR vs GD
+70.6%
-124.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -8.3% | +2.7% | -10.9% | -9.6% |
| 30D | -20.1% | +8.6% | -28.7% | -23.7% |
| 3M | -52.7% | -7.1% | -45.6% | -50.7% |
| 6M | -61.0% | +7.5% | -68.5% | -63.5% |
| YTD | -67.1% | +9.9% | -77.0% | -69.4% |
| 1Y | -79.9% | +7.6% | -87.4% | -80.9% |
| 3Y | +101.7% | +56.2% | +45.5% | +53.7% |
| All | -53.7% | +70.6% | -124.3% | -66.6% |
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