+1,003.0%
BE vs GM
+157.0%
+846.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +7.1% |
| 7D | +9.0% | -2.4% | +11.5% | +10.7% |
| 30D | +16.3% | -1.1% | +17.4% | +16.7% |
| 3M | +10.8% | +6.1% | +4.7% | +4.2% |
| 6M | +73.2% | +15.0% | +58.2% | +52.4% |
| YTD | +217.4% | +6.0% | +211.4% | +195.8% |
| 1Y | +309.8% | +47.1% | +262.7% | +190.8% |
| 3Y | +1,726.2% | +170.5% | +1,555.7% | +639.2% |
| 5Y | +1,306.2% | +80.5% | +1,225.7% | +670.4% |
| All | +1,003.0% | +157.0% | +846.0% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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