+137.0%
GM vs AS
+142.2%
-5.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +0.9% | +3.3% |
| 7D | -0.3% | +5.8% | -6.2% | -1.5% |
| 30D | +8.4% | +15.4% | -7.0% | +5.0% |
| 3M | +2.6% | -11.9% | +14.5% | +5.1% |
| 6M | +14.3% | -9.9% | +24.2% | +16.3% |
| YTD | +11.0% | -13.1% | +24.1% | +13.1% |
| 1Y | +27.8% | +9.9% | +17.9% | +23.9% |
| All | +137.0% | +142.2% | -5.2% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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