+215.1%
SU vs GD
+94.5%
+120.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | -13.4% | -5.0% | -8.5% | -11.2% |
| 30D | +0.9% | +8.9% | -8.0% | -3.3% |
| 3M | +12.8% | -8.0% | +20.8% | +17.4% |
| 6M | +8.3% | +2.9% | +5.4% | +5.7% |
| YTD | +58.2% | +7.1% | +51.1% | +49.4% |
| 1Y | +67.1% | +5.9% | +61.2% | +58.7% |
| 3Y | +125.6% | +53.9% | +71.8% | +60.5% |
| All | +215.1% | +94.5% | +120.6% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling