+175.2%
SO vs GD
+190.6%
-15.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | -1.5% | -5.0% | +3.5% | +0.5% |
| 30D | +8.1% | +8.9% | -0.8% | +4.5% |
| 3M | +0.2% | -8.0% | +8.3% | +3.4% |
| 6M | +0.4% | +2.9% | -2.5% | -1.2% |
| YTD | +8.5% | +7.1% | +1.4% | +4.6% |
| 1Y | +4.9% | +5.9% | -1.0% | +1.5% |
| 3Y | +47.9% | +53.9% | -6.0% | +19.9% |
| 5Y | +75.7% | +95.4% | -19.7% | +26.4% |
| All | +175.2% | +190.6% | -15.4% | +84.1% |
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