+251.2%
GM vs ALM
+7,705.7%
-7,454.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | +1.9% | -2.6% | +4.5% | +2.0% |
| 30D | -1.4% | +32.0% | -33.4% | -1.5% |
| 3M | +5.9% | -15.0% | +20.9% | +5.9% |
| 6M | +12.4% | -10.1% | +22.5% | +12.3% |
| YTD | +8.6% | +99.4% | -90.8% | +8.2% |
| 1Y | +52.6% | +316.4% | -263.7% | +51.3% |
| 3Y | +169.7% | +2,022.0% | -1,852.3% | +164.7% |
| 5Y | +87.5% | +941.2% | -853.6% | +84.5% |
| 10Y | +233.0% | +2,950.3% | -2,717.4% | +225.4% |
| All | +251.2% | +7,705.7% | -7,454.5% | +236.9% |
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