+269.3%
C vs GM
+171.2%
+98.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +1.3% | -1.8% | +3.1% | +1.9% |
| 3M | +3.1% | +2.6% | +0.5% | +1.6% |
| 6M | +29.6% | +14.6% | +15.1% | +21.9% |
| YTD | +19.0% | +6.2% | +12.8% | +14.9% |
| 1Y | +45.6% | +48.7% | -3.0% | +22.6% |
| 3Y | +269.3% | +168.3% | +101.0% | +134.3% |
| All | +269.3% | +171.2% | +98.1% | +134.3% |
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