+231.1%
GM vs ALL
+365.1%
-134.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -1.0% |
| 7D | -2.4% | -2.3% | -0.2% | -1.3% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +6.1% | +16.0% | -9.9% | -2.7% |
| 6M | +15.0% | +24.6% | -9.6% | +0.6% |
| YTD | +6.0% | +23.7% | -17.7% | -7.4% |
| 1Y | +47.1% | +27.7% | +19.4% | +25.7% |
| 3Y | +170.5% | +150.2% | +20.3% | +46.3% |
| 5Y | +80.5% | +117.1% | -36.6% | +2.6% |
| All | +231.1% | +365.1% | -134.0% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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