+80.5%
GM vs AR
+148.2%
-67.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | -4.6% | +5.5% | -10.1% | -5.4% |
| 3M | +0.2% | +12.9% | -12.7% | -2.1% |
| 6M | +12.6% | +0.1% | +12.5% | +11.7% |
| YTD | +3.7% | +13.5% | -9.8% | -0.1% |
| 1Y | +45.6% | +21.6% | +24.1% | +37.7% |
| 3Y | +162.0% | +46.0% | +116.0% | +130.0% |
| 5Y | +80.5% | +143.7% | -63.3% | +38.8% |
| All | +80.5% | +148.2% | -67.7% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling