+95.1%
SYY vs GD
+188.9%
-93.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.1% |
| 7D | -2.3% | -5.3% | +2.9% | +1.1% |
| 30D | -4.9% | -6.4% | +1.5% | -0.9% |
| 3M | +8.4% | +5.7% | +2.7% | +4.0% |
| 6M | -7.4% | -0.9% | -6.4% | -7.5% |
| YTD | +11.0% | +8.2% | +2.8% | +4.2% |
| 1Y | -0.2% | +13.4% | -13.7% | -9.5% |
| 3Y | +23.8% | +68.5% | -44.7% | -17.3% |
| 5Y | +18.1% | +97.2% | -79.0% | -31.6% |
| All | +95.1% | +188.9% | -93.8% | -21.5% |
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