+240.5%
GM vs ALL
+1,159.7%
-919.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.9% |
| 7D | -3.4% | 0.0% | -3.4% | -3.5% |
| 30D | +2.7% | +12.8% | -10.1% | -4.2% |
| 3M | -0.4% | +4.7% | -5.1% | -3.4% |
| 6M | +13.3% | +24.9% | -11.6% | -2.3% |
| YTD | +6.8% | +30.0% | -23.2% | -10.8% |
| 1Y | +21.1% | +29.9% | -8.8% | +1.1% |
| 3Y | +231.0% | +117.5% | +113.5% | +90.1% |
| 5Y | +41.9% | +161.7% | -119.8% | -31.4% |
| 10Y | +205.7% | +377.1% | -171.4% | -6.7% |
| All | +240.5% | +1,159.7% | -919.2% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling