+248.5%
SU vs GD
+189.7%
+58.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | -1.0% | -3.5% | +2.5% | +1.4% |
| 30D | +13.7% | -9.0% | +22.7% | +21.1% |
| 3M | +8.0% | +5.1% | +3.0% | +3.6% |
| 6M | +21.0% | -1.0% | +22.0% | +20.0% |
| YTD | +56.2% | +7.3% | +48.9% | +45.2% |
| 1Y | +72.2% | +12.4% | +59.8% | +54.0% |
| 3Y | +118.1% | +73.7% | +44.4% | +35.2% |
| 5Y | +350.3% | +93.8% | +256.6% | +154.0% |
| 10Y | +248.5% | +190.6% | +57.9% | +53.0% |
| All | +248.5% | +189.7% | +58.8% | +53.0% |
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 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