+81.6%
GM vs ALM
+856.4%
-774.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.6% | +12.4% | +3.2% |
| 7D | -1.1% | -7.1% | +6.1% | -0.8% |
| 30D | -3.4% | +24.7% | -28.1% | -4.5% |
| 3M | +8.7% | +8.3% | +0.4% | +7.8% |
| 6M | +15.4% | -22.2% | +37.6% | +15.6% |
| YTD | +6.6% | +88.1% | -81.5% | +2.8% |
| 1Y | +51.5% | +272.4% | -220.9% | +40.5% |
| 3Y | +169.3% | +2,004.1% | -1,834.8% | +113.6% |
| 5Y | +81.6% | +915.8% | -834.2% | +55.7% |
| All | +81.6% | +856.4% | -774.9% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling