+52.1%
GM vs AS
-20.3%
+72.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | 0.0% |
| 7D | +1.9% | -4.9% | +6.8% | +3.1% |
| 30D | -1.4% | -19.6% | +18.2% | +3.8% |
| 3M | +5.9% | -14.4% | +20.3% | +9.3% |
| 6M | +12.4% | -20.1% | +32.5% | +16.2% |
| YTD | +8.6% | -20.9% | +29.6% | +12.5% |
| All | +52.1% | -20.3% | +72.3% | +57.8% |
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