+238.7%
GM vs A
+552.2%
-313.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.4% | -0.9% |
| 7D | +0.4% | -2.1% | +2.4% | +1.4% |
| 30D | -1.8% | +0.6% | -2.4% | -2.3% |
| 3M | +2.6% | +10.9% | -8.3% | -3.1% |
| 6M | +14.6% | +28.2% | -13.6% | -0.7% |
| YTD | +6.2% | +8.6% | -2.4% | +0.1% |
| 1Y | +48.7% | +15.5% | +33.1% | +35.0% |
| 3Y | +168.3% | +31.8% | +136.5% | +119.3% |
| 5Y | +82.8% | -14.9% | +97.6% | +84.8% |
| 10Y | +226.2% | +237.8% | -11.6% | +54.0% |
| All | +238.7% | +552.2% | -313.5% | +9.7% |
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