+296.9%
C vs GM
+232.6%
+64.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.5% |
| 7D | +4.7% | -3.4% | +8.2% | +6.7% |
| 30D | +0.2% | +2.7% | -2.5% | -1.8% |
| 3M | -9.3% | -0.4% | -8.9% | -10.3% |
| 6M | -0.8% | +13.3% | -14.2% | -9.5% |
| YTD | +8.5% | +6.8% | +1.7% | +1.6% |
| 1Y | +23.1% | +21.1% | +2.0% | +7.2% |
| 3Y | +220.8% | +231.0% | -10.3% | +45.6% |
| 5Y | +112.4% | +41.9% | +70.5% | +51.5% |
| 10Y | +217.9% | +205.7% | +12.2% | +21.3% |
| All | +296.9% | +232.6% | +64.2% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling