Stock and ETF performance explorer

F vs GM

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	GM	Excess	Alpha
1D	-3.9%	-2.4%	-1.6%	N/A
7D	-4.9%	-1.1%	-3.8%	N/A
All	-4.9%	-2.0%	-2.9%	N/A

Daily percentage return beside GM.

Portfolio return minus GM return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded GM wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.