+245.2%
GM vs ALM
+3,289.7%
-3,044.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.9% |
| 7D | -3.4% | -4.0% | +0.6% | -3.4% |
| 30D | +2.7% | -30.5% | +33.2% | +2.9% |
| 3M | -0.4% | -46.9% | +46.5% | -0.1% |
| 6M | +13.3% | -65.5% | +78.8% | +13.8% |
| YTD | +6.8% | -13.4% | +20.2% | +6.7% |
| 1Y | +21.1% | +9.8% | +11.3% | +20.9% |
| 3Y | +231.0% | +783.1% | -552.1% | +226.5% |
| 5Y | +41.9% | +378.3% | -336.4% | +40.1% |
| 10Y | +205.7% | +1,942.8% | -1,737.2% | +199.7% |
| All | +245.2% | +3,289.7% | -3,044.6% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling