+69.4%
F vs GM
+229.1%
-159.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | +0.1% |
| 7D | +1.0% | +0.4% | +0.6% | +0.4% |
| 30D | +2.1% | +7.2% | -5.1% | -3.7% |
| 3M | -10.3% | +1.0% | -11.3% | -11.8% |
| 6M | +3.3% | +13.0% | -9.8% | -7.0% |
| YTD | -2.0% | +9.8% | -11.8% | -10.4% |
| 1Y | -2.3% | +25.9% | -28.2% | -19.5% |
| 3Y | +49.9% | +240.4% | -190.5% | -44.7% |
| 5Y | -12.5% | +56.1% | -68.6% | -41.6% |
| All | +69.4% | +229.1% | -159.7% | -37.8% |
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 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