-56.6%
SMR vs GD
+67.3%
-123.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.3% | -12.5% | -13.4% |
| 7D | -26.2% | -3.9% | -22.3% | -24.3% |
| 30D | -45.5% | +8.1% | -53.6% | -47.9% |
| 3M | -53.4% | -6.8% | -46.6% | -51.6% |
| 6M | -63.2% | +3.0% | -66.2% | -64.6% |
| YTD | -69.2% | +7.8% | -76.9% | -70.9% |
| 1Y | -88.5% | +5.8% | -94.3% | -89.0% |
| 3Y | +26.7% | +55.3% | -28.6% | -2.8% |
| All | -56.6% | +67.3% | -123.8% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling