+80.5%
GM vs ALL
+115.1%
-34.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.1% | -2.2% | +1.1% | -0.5% |
| 30D | -4.6% | -5.6% | +1.0% | -3.0% |
| 3M | +0.2% | +17.2% | -17.0% | -5.0% |
| 6M | +12.6% | +23.2% | -10.6% | +4.6% |
| YTD | +3.7% | +23.6% | -19.9% | -4.1% |
| 1Y | +45.6% | +29.2% | +16.5% | +32.4% |
| 3Y | +162.0% | +153.8% | +8.1% | +76.7% |
| 5Y | +80.5% | +116.1% | -35.6% | +27.6% |
| All | +80.5% | +115.1% | -34.6% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling