+3.7%
F vs GM
+37.1%
-33.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | 0.0% |
| 7D | +6.0% | +12.1% | -6.0% | -1.4% |
| 30D | +4.3% | +15.2% | -10.9% | -5.1% |
| 3M | -10.1% | +4.9% | -14.9% | -12.9% |
| 6M | +12.8% | +22.6% | -9.8% | -1.9% |
| YTD | -0.1% | +14.4% | -14.5% | -10.6% |
| 1Y | +3.7% | +39.4% | -35.7% | -20.0% |
| All | +3.7% | +37.1% | -33.4% | -20.0% |
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