+1,008.9%
BE vs GM
+157.5%
+851.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.9% | +11.3% |
| 7D | +29.8% | +0.4% | +29.4% | +29.3% |
| 30D | +26.4% | -1.8% | +28.2% | +27.4% |
| 3M | +9.3% | +2.6% | +6.7% | +5.9% |
| 6M | +105.1% | +14.6% | +90.5% | +81.1% |
| YTD | +219.0% | +6.2% | +212.9% | +197.4% |
| 1Y | +418.8% | +48.7% | +370.1% | +265.5% |
| 3Y | +1,784.6% | +168.3% | +1,616.3% | +669.1% |
| 5Y | +1,251.0% | +82.8% | +1,168.2% | +633.1% |
| All | +1,008.9% | +157.5% | +851.4% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling