+54.2%
SO vs GD
+59.9%
-5.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -0.1% | -1.9% | +1.8% | +0.3% |
| 30D | +8.7% | +10.9% | -2.2% | +6.4% |
| 3M | +3.4% | -6.8% | +10.1% | +4.7% |
| 6M | +3.7% | +7.0% | -3.3% | +2.1% |
| YTD | +10.0% | +11.1% | -1.1% | +7.4% |
| 1Y | +6.6% | +7.0% | -0.4% | +4.9% |
| All | +54.2% | +59.9% | -5.7% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling