-3.6%
COST vs GM
+52.7%
-56.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.0% |
| 7D | -3.1% | +1.7% | -4.9% | -3.1% |
| 30D | -2.8% | -1.6% | -1.2% | -2.8% |
| 3M | -5.7% | +5.7% | -11.4% | -5.7% |
| 6M | -8.8% | +12.2% | -20.9% | -8.5% |
| YTD | +6.7% | +8.4% | -1.7% | +6.9% |
| 1Y | -3.6% | +52.3% | -55.9% | -4.8% |
| All | -3.6% | +52.7% | -56.3% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling