+291.5%
C vs GM
+242.0%
+49.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.0% |
| 7D | +0.3% | -1.1% | +1.3% | +0.7% |
| 30D | +2.0% | -3.4% | +5.4% | +3.6% |
| 3M | +4.4% | +8.7% | -4.3% | -0.7% |
| 6M | +28.3% | +15.4% | +12.9% | +17.6% |
| YTD | +20.5% | +6.6% | +13.9% | +14.6% |
| 1Y | +45.5% | +51.5% | -5.9% | +13.3% |
| 3Y | +274.0% | +169.3% | +104.7% | +101.5% |
| 5Y | +136.1% | +81.6% | +54.6% | +49.2% |
| All | +291.5% | +242.0% | +49.5% | +52.9% |
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