+238.0%
GM vs AU
+173.0%
+65.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +6.1% | +26.3% | -20.2% | +4.9% |
| 6M | +15.0% | +1.8% | +13.2% | +14.5% |
| YTD | +6.0% | +26.8% | -20.8% | +4.5% |
| 1Y | +47.1% | +66.7% | -19.6% | +43.1% |
| 3Y | +170.5% | +579.1% | -408.6% | +143.9% |
| 5Y | +80.5% | +689.3% | -608.8% | +59.9% |
| 10Y | +238.7% | +686.6% | -447.9% | +195.2% |
| All | +238.0% | +173.0% | +65.1% | +272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling