+46.5%
F vs GM
+84.0%
-37.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -2.5% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | +1.2% | -1.8% | +3.1% | +2.7% |
| 3M | -5.7% | +2.6% | -8.3% | -8.0% |
| 6M | +17.9% | +14.6% | +3.4% | +5.2% |
| YTD | +10.4% | +6.2% | +4.2% | +3.9% |
| 1Y | +25.3% | +48.7% | -23.3% | -11.2% |
| 3Y | +37.5% | +168.3% | -130.9% | -45.2% |
| 5Y | +46.5% | +82.8% | -36.3% | -17.5% |
| All | +46.5% | +84.0% | -37.5% | -17.5% |
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