+117.2%
SU vs GD
+74.3%
+43.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +3.6% | -5.3% | +8.8% | +5.2% |
| 30D | +7.9% | -6.4% | +14.3% | +9.9% |
| 3M | +3.5% | +5.7% | -2.2% | +1.3% |
| 6M | +19.0% | -0.9% | +19.9% | +18.9% |
| YTD | +55.0% | +8.2% | +46.8% | +49.2% |
| 1Y | +71.2% | +13.4% | +57.8% | +61.3% |
| All | +117.2% | +74.3% | +43.0% | +61.0% |
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