+69.0%
F vs GM
+229.9%
-160.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -2.1% | -3.8% | +1.7% | +0.5% |
| 30D | +3.3% | +7.9% | -4.6% | -3.0% |
| 3M | -11.3% | -0.3% | -11.0% | -11.9% |
| 6M | +5.3% | +18.6% | -13.3% | -8.4% |
| YTD | -2.2% | +10.0% | -12.3% | -10.7% |
| 1Y | -3.5% | +25.9% | -29.4% | -20.6% |
| 3Y | +49.5% | +241.2% | -191.7% | -45.0% |
| 5Y | -13.5% | +50.0% | -63.6% | -40.6% |
| 10Y | +69.0% | +215.1% | -146.1% | -38.1% |
| All | +69.0% | +229.9% | -160.9% | -38.1% |
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