+34.0%
SMR vs GD
+55.3%
-21.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.3% | -12.5% | -13.2% |
| 7D | -26.2% | -3.9% | -22.3% | -24.0% |
| 30D | -45.5% | +8.1% | -53.6% | -48.3% |
| 3M | -53.4% | -6.8% | -46.6% | -51.3% |
| 6M | -63.2% | +3.0% | -66.2% | -64.9% |
| YTD | -69.2% | +7.8% | -76.9% | -71.4% |
| 1Y | -88.5% | +5.8% | -94.3% | -89.1% |
| All | +34.0% | +55.3% | -21.3% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling