+4,267.1%
SYY vs GD
+20,186.5%
-15,919.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | -2.3% | -5.3% | +2.9% | -0.6% |
| 30D | -4.9% | -6.4% | +1.5% | -3.0% |
| 3M | +8.4% | +5.7% | +2.7% | +6.3% |
| 6M | -7.4% | -0.9% | -6.4% | -7.3% |
| YTD | +11.0% | +8.2% | +2.8% | +7.9% |
| 1Y | -0.2% | +13.4% | -13.7% | -4.6% |
| 3Y | +23.8% | +68.5% | -44.7% | +3.8% |
| 5Y | +18.1% | +97.2% | -79.0% | -5.8% |
| 10Y | +94.6% | +190.2% | -95.6% | +40.0% |
| All | +4,267.1% | +20,186.5% | -15,919.4% | +2,076.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling