+9.3%
SYY vs GD
+94.5%
-85.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -7.3% | -5.0% | -2.3% | -5.4% |
| 30D | +0.1% | +8.9% | -8.8% | -3.5% |
| 3M | -8.2% | -8.0% | -0.2% | -5.2% |
| 6M | +6.3% | +2.9% | +3.4% | +4.3% |
| YTD | +7.3% | +7.1% | +0.3% | +3.4% |
| 1Y | +8.5% | +5.9% | +2.5% | +4.9% |
| 3Y | +24.9% | +53.9% | -28.9% | +0.2% |
| All | +9.3% | +94.5% | -85.3% | -29.6% |
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