+75.8%
GM vs AA
+1.1%
+74.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -3.4% | +1.0% | -1.8% |
| 30D | -1.1% | -5.8% | +4.7% | -0.1% |
| 3M | +6.1% | -29.9% | +36.0% | +13.6% |
| 6M | +15.0% | -27.0% | +42.0% | +20.6% |
| YTD | +6.0% | -8.7% | +14.7% | +4.9% |
| 1Y | +47.1% | +50.6% | -3.5% | +27.8% |
| 3Y | +170.5% | +74.1% | +96.4% | +114.6% |
| All | +75.8% | +1.1% | +74.7% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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