+246.5%
GM vs ALL
+1,126.1%
-879.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.6% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.4% | -1.5% | +0.1% | -0.9% |
| 3M | +5.9% | +23.6% | -17.7% | -7.6% |
| 6M | +12.4% | +22.3% | -9.9% | -1.8% |
| YTD | +8.6% | +26.5% | -17.9% | -7.5% |
| 1Y | +52.6% | +27.0% | +25.6% | +28.9% |
| 3Y | +169.7% | +149.6% | +20.1% | +40.8% |
| 5Y | +87.5% | +118.1% | -30.5% | +2.8% |
| 10Y | +233.0% | +369.0% | -136.0% | +2.7% |
| All | +246.5% | +1,126.1% | -879.6% | -53.4% |
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