+50.0%
GM vs B
+114.1%
-64.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -3.8% | -2.7% | -1.2% | -3.6% |
| 30D | +7.9% | -4.3% | +12.3% | +8.3% |
| 3M | -0.3% | -2.3% | +2.0% | -0.3% |
| 6M | +18.6% | -16.2% | +34.8% | +19.9% |
| YTD | +10.0% | -8.8% | +18.9% | +10.1% |
| 1Y | +25.9% | +11.4% | +14.5% | +24.0% |
| 3Y | +241.2% | +174.3% | +66.9% | +198.2% |
| 5Y | +50.0% | +116.2% | -66.1% | +32.6% |
| All | +50.0% | +114.1% | -64.1% | +32.6% |
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