+216.5%
C vs GM
+242.7%
-26.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -0.4% | -3.8% | +3.4% | +1.0% |
| 30D | -5.3% | +7.9% | -13.3% | -8.1% |
| 3M | -8.0% | -0.3% | -7.7% | -8.4% |
| 6M | -0.3% | +18.6% | -18.8% | -7.6% |
| YTD | +8.6% | +10.0% | -1.4% | +3.1% |
| 1Y | +25.8% | +25.9% | -0.1% | +13.5% |
| All | +216.5% | +242.7% | -26.2% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling