+1,218.2%
BE vs GM
+84.5%
+1,133.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -5.9% |
| 7D | +9.7% | -1.1% | +10.8% | +10.3% |
| 30D | +22.4% | -3.4% | +25.8% | +24.5% |
| 3M | +10.4% | +8.7% | +1.7% | +2.7% |
| 6M | +67.9% | +15.4% | +52.4% | +49.0% |
| YTD | +197.5% | +6.6% | +190.9% | +178.1% |
| 1Y | +310.6% | +51.5% | +259.1% | +194.4% |
| 3Y | +1,657.2% | +169.3% | +1,487.9% | +633.2% |
| 5Y | +1,218.2% | +81.6% | +1,136.6% | +593.1% |
| All | +1,218.2% | +84.5% | +1,133.6% | +593.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling