-11.8%
SNDU vs GD
+6.5%
-18.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | -0.1% | +27.5% | +27.4% |
| 7D | -20.3% | +0.6% | -21.0% | -21.4% |
| 30D | -64.4% | +9.5% | -73.9% | -60.6% |
| 3M | -57.5% | -5.8% | -51.6% | -57.6% |
| 6M | -82.9% | +7.7% | -90.6% | -82.1% |
| All | -11.8% | +6.5% | -18.3% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling