+338.2%
C vs GM
+238.5%
+99.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | +3.6% | +1.9% | +1.7% | +2.5% |
| 30D | +0.1% | -1.4% | +1.4% | +0.7% |
| 3M | +2.4% | +5.9% | -3.5% | -1.5% |
| 6M | +24.9% | +12.4% | +12.5% | +15.6% |
| YTD | +19.8% | +8.6% | +11.2% | +12.3% |
| 1Y | +44.9% | +52.6% | -7.8% | +10.4% |
| 3Y | +263.0% | +169.7% | +93.3% | +87.9% |
| 5Y | +129.5% | +87.5% | +42.0% | +37.7% |
| 10Y | +291.6% | +233.0% | +58.6% | +42.4% |
| All | +338.2% | +238.5% | +99.7% | +30.7% |
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 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