+231.1%
GM vs A
+256.4%
-25.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -1.9% |
| 7D | -2.4% | -2.6% | +0.2% | -1.2% |
| 30D | -1.1% | -0.9% | -0.2% | -0.9% |
| 3M | +6.1% | +13.6% | -7.5% | -0.9% |
| 6M | +15.0% | +27.8% | -12.9% | 0.0% |
| YTD | +6.0% | +8.6% | -2.6% | 0.0% |
| 1Y | +47.1% | +16.9% | +30.2% | +33.0% |
| 3Y | +170.5% | +32.9% | +137.6% | +119.3% |
| 5Y | +80.5% | -14.1% | +94.6% | +82.0% |
| All | +231.1% | +256.4% | -25.3% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling