+75.8%
GM vs BAX
-68.1%
+143.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -2.4% | -7.9% | +5.4% | -0.3% |
| 30D | -1.1% | -11.7% | +10.5% | +2.2% |
| 3M | +6.1% | +16.2% | -10.1% | +1.3% |
| 6M | +15.0% | +32.0% | -17.0% | +5.6% |
| YTD | +6.0% | +24.7% | -18.7% | -2.3% |
| 1Y | +47.1% | -2.6% | +49.7% | +44.6% |
| 3Y | +170.5% | -35.0% | +205.5% | +193.2% |
| All | +75.8% | -68.1% | +143.8% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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