+4.9%
SO vs GD
+5.1%
-0.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -1.5% | -5.0% | +3.5% | -0.5% |
| 30D | +8.1% | +8.9% | -0.8% | +6.5% |
| 3M | +0.2% | -8.0% | +8.3% | +1.4% |
| 6M | +0.4% | +2.9% | -2.5% | -0.3% |
| YTD | +8.5% | +7.1% | +1.4% | +7.9% |
| 1Y | +4.9% | +5.9% | -1.0% | +4.8% |
| All | +4.9% | +5.1% | -0.1% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling