+1,802.6%
COST vs GM
+230.2%
+1,572.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | -4.7% | -1.1% | -3.6% | -4.6% |
| 3M | -7.1% | +6.1% | -13.2% | -8.2% |
| 6M | -8.5% | +15.0% | -23.5% | -11.0% |
| YTD | +5.4% | +6.0% | -0.6% | +3.7% |
| 1Y | -5.6% | +47.1% | -52.7% | -12.5% |
| 3Y | +68.5% | +170.5% | -102.0% | +37.4% |
| 5Y | +105.2% | +80.5% | +24.8% | +76.4% |
| 10Y | +610.7% | +238.7% | +372.0% | +414.8% |
| All | +1,802.6% | +230.2% | +1,572.4% | +1,297.3% |
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