+235.8%
SU vs GD
+165.4%
+70.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.2% |
| 7D | +0.3% | +1.9% | -1.6% | -1.0% |
| 30D | -7.9% | +9.2% | -17.1% | -13.3% |
| 3M | +9.2% | -7.5% | +16.6% | +14.6% |
| 6M | +5.5% | +5.8% | -0.3% | +0.1% |
| YTD | +59.5% | +9.8% | +49.7% | +45.4% |
| 1Y | +59.9% | +5.8% | +54.2% | +49.7% |
| 3Y | +130.3% | +58.0% | +72.3% | +53.8% |
| 5Y | +225.3% | +100.4% | +124.9% | +77.7% |
| All | +235.8% | +165.4% | +70.3% | +55.3% |
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