+37.5%
F vs GM
+171.2%
-133.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -2.7% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | +1.2% | -1.8% | +3.1% | +2.5% |
| 3M | -5.7% | +2.6% | -8.3% | -7.5% |
| 6M | +17.9% | +14.6% | +3.4% | +7.3% |
| YTD | +10.4% | +6.2% | +4.2% | +5.1% |
| 1Y | +25.3% | +48.7% | -23.3% | -5.4% |
| 3Y | +37.5% | +168.3% | -130.9% | -37.6% |
| All | +37.5% | +171.2% | -133.7% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling