+39.4%
GM vs A
+24.4%
+15.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.7% | +4.4% |
| 7D | +12.1% | -2.4% | +14.4% | +12.7% |
| 30D | +15.2% | +3.6% | +11.6% | +14.0% |
| 3M | +4.9% | +27.5% | -22.6% | -2.7% |
| 6M | +22.6% | +58.5% | -35.9% | +4.5% |
| YTD | +14.4% | +31.2% | -16.8% | +4.8% |
| 1Y | +39.4% | +22.2% | +17.2% | +32.0% |
| All | +39.4% | +24.4% | +15.0% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling