+132.0%
C vs GM
+78.5%
+53.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.7% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | +1.9% | -4.6% | +6.5% | +3.7% |
| 3M | +2.8% | +0.2% | +2.6% | +2.2% |
| 6M | +30.6% | +12.6% | +17.9% | +23.2% |
| YTD | +19.9% | +3.7% | +16.2% | +16.7% |
| 1Y | +44.6% | +45.6% | -1.1% | +21.1% |
| 3Y | +272.1% | +162.0% | +110.2% | +132.8% |
| 5Y | +132.0% | +80.5% | +51.5% | +47.6% |
| All | +132.0% | +78.5% | +53.4% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling