+244.3%
GM vs AR
-29.4%
+273.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -3.8% | +2.1% | -5.9% | -4.1% |
| 30D | +7.9% | +4.5% | +3.4% | +7.0% |
| 3M | -0.3% | +1.0% | -1.3% | -0.7% |
| 6M | +18.6% | +4.4% | +14.1% | +16.9% |
| YTD | +10.0% | +10.9% | -0.8% | +6.6% |
| 1Y | +25.9% | +8.6% | +17.4% | +22.2% |
| 3Y | +241.2% | +48.5% | +192.7% | +206.1% |
| 5Y | +50.0% | +95.7% | -45.7% | +24.7% |
| 10Y | +215.1% | +55.5% | +159.6% | +109.5% |
| All | +244.3% | -29.4% | +273.8% | +146.2% |
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 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