+342.0%
SU vs GD
+97.9%
+244.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.2% |
| 7D | +3.6% | -5.3% | +8.8% | +6.3% |
| 30D | +7.9% | -6.4% | +14.3% | +11.3% |
| 3M | +3.5% | +5.7% | -2.2% | -0.1% |
| 6M | +19.0% | -0.9% | +19.9% | +18.5% |
| YTD | +55.0% | +8.2% | +46.8% | +46.0% |
| 1Y | +71.2% | +13.4% | +57.8% | +56.2% |
| 3Y | +117.4% | +68.5% | +48.9% | +45.9% |
| All | +342.0% | +97.9% | +244.1% | +159.6% |
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 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