-81.4%
SMR vs GD
+5.0%
-86.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.1% | -6.7% | -7.2% |
| 7D | +10.3% | +1.9% | +8.4% | +9.2% |
| 30D | -25.7% | +9.2% | -35.0% | -28.9% |
| 3M | -49.7% | -7.5% | -42.3% | -47.0% |
| 6M | -59.8% | +5.8% | -65.6% | -62.7% |
| YTD | -66.0% | +9.8% | -75.8% | -72.6% |
| 1Y | -81.4% | +5.8% | -87.2% | -83.0% |
| All | -81.4% | +5.0% | -86.5% | -83.0% |
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 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