+13.4%
SYY vs GD
+102.9%
-89.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | -2.2% | +9.5% | -11.7% | -5.9% |
| 3M | -8.0% | -5.8% | -2.2% | -5.9% |
| 6M | +7.5% | +7.7% | -0.2% | +3.5% |
| YTD | +7.4% | +11.1% | -3.6% | +2.0% |
| 1Y | +4.9% | +6.1% | -1.2% | +1.5% |
| 3Y | +24.1% | +59.8% | -35.7% | -1.9% |
| 5Y | +13.4% | +104.6% | -91.3% | -29.3% |
| All | +13.4% | +102.9% | -89.5% | -29.3% |
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