-48.1%
SMR vs GD
+72.5%
-120.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.9% |
| 7D | -2.8% | -1.9% | -0.9% | -1.5% |
| 30D | -27.5% | +10.9% | -38.4% | -31.8% |
| 3M | -43.1% | -6.8% | -36.4% | -40.9% |
| 6M | -58.4% | +7.0% | -65.4% | -60.9% |
| YTD | -63.2% | +11.1% | -74.3% | -65.9% |
| 1Y | -81.6% | +7.0% | -88.7% | -82.5% |
| 3Y | +149.8% | +59.9% | +89.8% | +87.9% |
| All | -48.1% | +72.5% | -120.6% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling