+207.0%
C vs GM
+205.9%
+1.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +2.0% | +3.6% | -1.6% | -0.4% |
| 3M | -10.1% | -0.2% | -9.9% | -11.0% |
| 6M | +1.0% | +13.9% | -12.9% | -7.5% |
| YTD | +8.5% | +6.5% | +2.0% | +2.2% |
| 1Y | +25.7% | +20.7% | +5.1% | +10.7% |
| 3Y | +216.0% | +229.5% | -13.5% | +50.1% |
| 5Y | +112.3% | +41.5% | +70.8% | +56.1% |
| All | +207.0% | +205.9% | +1.2% | +21.7% |
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