+239.9%
GM vs AR
-27.2%
+267.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.9% | +2.5% | -0.6% | +1.5% |
| 30D | -1.4% | +14.8% | -16.2% | -3.6% |
| 3M | +5.9% | +6.2% | -0.3% | +4.6% |
| 6M | +12.4% | +4.3% | +8.1% | +10.7% |
| YTD | +8.6% | +14.4% | -5.7% | +5.0% |
| 1Y | +52.6% | +21.3% | +31.3% | +45.4% |
| 3Y | +169.7% | +39.8% | +129.8% | +144.7% |
| 5Y | +87.5% | +142.1% | -54.5% | +50.6% |
| 10Y | +233.0% | +52.0% | +180.9% | +122.0% |
| All | +239.9% | -27.2% | +267.1% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling