-49.5%
SMR vs GD
+66.2%
-115.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.6% | +16.9% | +16.6% |
| 7D | -9.6% | -5.0% | -4.6% | -6.7% |
| 30D | -33.8% | +8.9% | -42.7% | -37.0% |
| 3M | -46.4% | -8.0% | -38.3% | -43.9% |
| 6M | -62.4% | +2.9% | -65.3% | -63.9% |
| YTD | -64.1% | +7.1% | -71.2% | -66.1% |
| 1Y | -84.3% | +5.9% | -90.3% | -85.0% |
| 3Y | +55.8% | +53.9% | +2.0% | +20.1% |
| All | -49.5% | +66.2% | -115.7% | -63.0% |
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 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