+82.8%
GM vs B
+154.3%
-71.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.1% |
| 7D | +0.4% | +2.3% | -1.9% | +0.2% |
| 30D | -1.8% | +1.4% | -3.2% | -2.1% |
| 3M | +2.6% | +12.2% | -9.6% | +1.3% |
| 6M | +14.6% | -2.1% | +16.7% | +14.0% |
| YTD | +6.2% | +2.9% | +3.3% | +5.2% |
| 1Y | +48.7% | +55.3% | -6.6% | +41.5% |
| 3Y | +168.3% | +198.7% | -30.4% | +134.4% |
| 5Y | +82.8% | +153.8% | -71.0% | +58.5% |
| All | +82.8% | +154.3% | -71.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling