+82.4%
F vs GM
+238.5%
-156.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +0.9% |
| 7D | +5.3% | +1.9% | +3.4% | +3.9% |
| 30D | +4.6% | -1.4% | +6.0% | +5.6% |
| 3M | -3.7% | +5.9% | -9.6% | -7.9% |
| 6M | +16.8% | +12.4% | +4.4% | +6.9% |
| YTD | +15.3% | +8.6% | +6.7% | +7.5% |
| 1Y | +31.0% | +52.6% | -21.6% | -5.4% |
| 3Y | +45.4% | +169.7% | -124.2% | -32.9% |
| 5Y | +54.7% | +87.5% | -32.9% | -6.0% |
| 10Y | +98.2% | +233.0% | -134.7% | -24.4% |
| All | +82.4% | +238.5% | -156.0% | -27.0% |
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