+27.3%
GM vs AS
+8.1%
+19.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +0.9% | +3.2% |
| 7D | -0.3% | +5.8% | -6.2% | -1.8% |
| 30D | +8.4% | +15.4% | -7.0% | +4.4% |
| 3M | +2.6% | -11.9% | +14.5% | +5.7% |
| 6M | +14.3% | -9.9% | +24.2% | +16.4% |
| YTD | +11.0% | -13.1% | +24.1% | +12.1% |
| All | +27.3% | +8.1% | +19.2% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling