+234.1%
GM vs AR
-28.5%
+262.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | -3.4% | +6.4% | -9.9% | -4.4% |
| 30D | +2.7% | +3.1% | -0.4% | +2.0% |
| 3M | -0.4% | +3.3% | -3.7% | -1.2% |
| 6M | +13.3% | +6.6% | +6.8% | +11.4% |
| YTD | +6.8% | +12.3% | -5.6% | +3.2% |
| 1Y | +21.1% | +12.3% | +8.8% | +16.8% |
| 3Y | +231.0% | +50.4% | +180.6% | +196.3% |
| 5Y | +41.9% | +101.0% | -59.1% | +17.5% |
| 10Y | +205.7% | +57.5% | +148.2% | +102.8% |
| All | +234.1% | -28.5% | +262.6% | +138.3% |
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