+606.1%
COST vs GM
+240.0%
+366.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.3% |
| 7D | -1.2% | -2.4% | +1.2% | -0.9% |
| 30D | -4.7% | -1.1% | -3.6% | -4.6% |
| 3M | -7.1% | +6.1% | -13.2% | -8.0% |
| 6M | -8.5% | +15.0% | -23.5% | -10.7% |
| YTD | +5.4% | +6.0% | -0.6% | +3.9% |
| 1Y | -5.6% | +47.1% | -52.7% | -11.7% |
| 3Y | +68.5% | +170.5% | -102.0% | +40.1% |
| 5Y | +105.2% | +80.5% | +24.8% | +78.6% |
| All | +606.1% | +240.0% | +366.0% | +440.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling