+164.6%
GM vs ALM
+2,150.5%
-1,985.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.8% | -2.3% |
| 7D | -1.1% | +3.6% | -4.7% | -1.2% |
| 30D | -4.6% | +33.8% | -38.4% | -5.4% |
| 3M | +0.2% | +14.8% | -14.6% | -0.3% |
| 6M | +12.6% | -7.0% | +19.6% | +12.3% |
| YTD | +3.7% | +108.1% | -104.4% | +2.1% |
| 1Y | +45.6% | +313.8% | -268.1% | +40.8% |
| All | +164.6% | +2,150.5% | -1,985.8% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling