+127.8%
GM vs AS
+134.9%
-7.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.7% |
| 7D | -1.4% | +6.9% | -8.4% | -2.8% |
| 30D | +6.4% | +16.0% | -9.6% | +3.0% |
| 3M | -0.7% | -12.8% | +12.2% | +2.0% |
| 6M | +9.9% | -15.4% | +25.3% | +13.4% |
| YTD | +6.7% | -15.7% | +22.4% | +9.4% |
| 1Y | +26.2% | +6.1% | +20.2% | +23.4% |
| All | +127.8% | +134.9% | -7.1% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling