+246.5%
GM vs B
+18.9%
+227.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | +1.9% | -1.6% | +3.5% | +2.1% |
| 30D | -1.4% | +9.4% | -10.8% | -2.2% |
| 3M | +5.9% | +5.0% | +0.9% | +5.3% |
| 6M | +12.4% | -3.5% | +15.9% | +12.2% |
| YTD | +8.6% | +4.5% | +4.2% | +7.7% |
| 1Y | +52.6% | +67.8% | -15.2% | +45.3% |
| 3Y | +169.7% | +196.7% | -27.0% | +143.2% |
| 5Y | +87.5% | +151.9% | -64.4% | +69.6% |
| 10Y | +233.0% | +202.2% | +30.8% | +191.7% |
| All | +246.5% | +18.9% | +227.6% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling