+231.1%
GM vs AU
+699.0%
-467.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -2.4% | -4.3% | +1.8% | -2.3% |
| 30D | -1.1% | +7.3% | -8.4% | -1.4% |
| 3M | +6.1% | +26.3% | -20.2% | +5.2% |
| 6M | +15.0% | +1.8% | +13.2% | +14.5% |
| YTD | +6.0% | +26.8% | -20.8% | +5.0% |
| 1Y | +47.1% | +66.7% | -19.6% | +44.7% |
| 3Y | +170.5% | +579.1% | -408.6% | +152.2% |
| 5Y | +80.5% | +689.3% | -608.8% | +66.2% |
| All | +231.1% | +699.0% | -467.9% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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