-15.1%
F vs GM
+56.4%
-71.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | -2.5% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +2.9% | +8.4% | -5.5% | -4.0% |
| 3M | -9.5% | +2.6% | -12.0% | -12.1% |
| 6M | +4.0% | +14.3% | -10.2% | -7.7% |
| YTD | -1.3% | +11.0% | -12.2% | -11.1% |
| 1Y | -1.9% | +27.8% | -29.7% | -21.3% |
| 3Y | +53.5% | +246.7% | -193.2% | -51.6% |
| 5Y | -15.1% | +59.6% | -74.7% | -43.7% |
| All | -15.1% | +56.4% | -71.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling