+5,976.4%
SO vs GD
+20,186.5%
-14,210.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.4% |
| 7D | -0.2% | -5.3% | +5.1% | +1.0% |
| 30D | -4.6% | -6.4% | +1.8% | -3.2% |
| 3M | -3.0% | +5.7% | -8.7% | -4.3% |
| 6M | -8.3% | -0.9% | -7.3% | -8.3% |
| YTD | +3.5% | +8.2% | -4.6% | +1.4% |
| 1Y | -0.9% | +13.4% | -14.4% | -4.1% |
| 3Y | +45.4% | +68.5% | -23.1% | +28.3% |
| 5Y | +59.6% | +97.2% | -37.5% | +36.0% |
| 10Y | +156.6% | +190.2% | -33.6% | +99.6% |
| All | +5,976.4% | +20,186.5% | -14,210.2% | +3,028.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling