+55.1%
F vs GM
+242.1%
-187.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | 0.0% |
| 7D | +1.0% | +0.4% | +0.6% | +0.5% |
| 30D | +2.1% | +7.2% | -5.1% | -3.5% |
| 3M | -10.3% | +1.0% | -11.3% | -11.7% |
| 6M | +3.3% | +13.0% | -9.8% | -6.6% |
| YTD | -2.0% | +9.8% | -11.8% | -10.1% |
| 1Y | -2.3% | +25.9% | -28.2% | -19.0% |
| 3Y | +49.9% | +240.4% | -190.5% | -42.3% |
| 5Y | -12.5% | +56.1% | -68.6% | -40.2% |
| 10Y | +74.3% | +226.7% | -152.5% | -33.2% |
| All | +55.1% | +242.1% | -187.0% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling