+239.5%
GM vs A
+673.8%
-434.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -0.2% | -0.5% | +0.3% | +0.1% |
| 30D | +3.6% | 0.0% | +3.6% | +3.3% |
| 3M | -0.2% | +16.7% | -16.9% | -8.5% |
| 6M | +13.9% | +54.8% | -40.9% | -10.7% |
| YTD | +6.5% | +28.8% | -22.4% | -8.6% |
| 1Y | +20.7% | +19.3% | +1.3% | +7.7% |
| 3Y | +229.5% | +65.5% | +163.9% | +138.0% |
| 5Y | +41.5% | +12.1% | +29.5% | +23.7% |
| 10Y | +204.8% | +305.4% | -100.6% | +30.4% |
| All | +239.5% | +673.8% | -434.3% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling