+211.6%
GM vs AR
+57.4%
+154.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.2% | +7.4% | -7.6% | -1.4% |
| 30D | +3.6% | +5.8% | -2.2% | +2.4% |
| 3M | -0.2% | +5.2% | -5.5% | -1.4% |
| 6M | +13.9% | +5.4% | +8.5% | +12.1% |
| YTD | +6.5% | +12.4% | -6.0% | +2.7% |
| 1Y | +20.7% | +12.8% | +7.8% | +16.1% |
| 3Y | +229.5% | +47.2% | +182.3% | +194.1% |
| 5Y | +41.5% | +101.1% | -59.6% | +15.7% |
| All | +211.6% | +57.4% | +154.2% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling