-30.8%
SNDU vs GD
+6.6%
-37.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -5.0% |
| 7D | -47.4% | -1.9% | -45.5% | -49.9% |
| 30D | -75.5% | +10.9% | -86.4% | -72.4% |
| 3M | -64.9% | -6.8% | -58.2% | -65.2% |
| 6M | -86.9% | +7.0% | -93.9% | -86.2% |
| All | -30.8% | +6.6% | -37.4% | -20.3% |
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 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