-80.4%
SMR vs GD
+7.0%
-87.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | -21.9% | +9.5% | -31.4% | -25.4% |
| 3M | -47.1% | -5.8% | -41.3% | -44.8% |
| 6M | -60.6% | +7.7% | -68.4% | -64.1% |
| YTD | -63.1% | +11.1% | -74.1% | -70.4% |
| 1Y | -80.4% | +6.1% | -86.5% | -81.8% |
| All | -80.4% | +7.0% | -87.4% | -81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling