+81.6%
GM vs A
-16.6%
+98.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.3% |
| 7D | -1.1% | -4.6% | +3.5% | +1.0% |
| 30D | -3.4% | -4.3% | +0.8% | -1.6% |
| 3M | +8.7% | +8.9% | -0.3% | +4.1% |
| 6M | +15.4% | +24.5% | -9.1% | +3.0% |
| YTD | +6.6% | +5.8% | +0.8% | +2.5% |
| 1Y | +51.5% | +16.2% | +35.3% | +38.8% |
| 3Y | +169.3% | +28.5% | +140.9% | +124.3% |
| 5Y | +81.6% | -16.3% | +97.9% | +68.6% |
| All | +81.6% | -16.6% | +98.1% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling