-45.9%
SMR vs GD
+70.0%
-115.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.3% | +4.8% | +5.7% |
| 7D | +1.7% | -3.0% | +4.7% | +3.8% |
| 30D | -24.4% | +9.3% | -33.7% | -28.3% |
| 3M | -44.6% | -7.2% | -37.4% | -42.3% |
| 6M | -56.7% | +5.5% | -62.1% | -58.9% |
| YTD | -61.6% | +9.5% | -71.1% | -64.2% |
| 1Y | -82.1% | +6.4% | -88.5% | -82.9% |
| 3Y | +161.5% | +59.8% | +101.7% | +97.3% |
| All | -45.9% | +70.0% | -115.9% | -60.9% |
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