+238.8%
SU vs GD
+165.7%
+73.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +1.7% | +2.7% | -0.9% | -0.1% |
| 30D | -7.9% | +8.6% | -16.5% | -13.0% |
| 3M | +7.5% | -7.1% | +14.6% | +12.6% |
| 6M | +7.2% | +7.5% | -0.2% | +0.6% |
| YTD | +60.9% | +9.9% | +51.0% | +46.6% |
| 1Y | +63.6% | +7.6% | +56.1% | +51.3% |
| 3Y | +128.9% | +56.2% | +72.7% | +54.3% |
| 5Y | +228.3% | +100.6% | +127.6% | +79.2% |
| All | +238.8% | +165.7% | +73.1% | +56.6% |
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