+238.7%
GM vs BAX
+21.4%
+217.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.5% | -0.9% |
| 7D | +0.4% | -2.4% | +2.8% | +1.3% |
| 30D | -1.8% | -9.7% | +7.9% | +1.9% |
| 3M | +2.6% | +29.3% | -26.6% | -7.6% |
| 6M | +14.6% | +40.7% | -26.1% | -0.4% |
| YTD | +6.2% | +30.3% | -24.1% | -6.4% |
| 1Y | +48.7% | +3.4% | +45.3% | +42.0% |
| 3Y | +168.3% | -32.0% | +200.3% | +191.9% |
| 5Y | +82.8% | -66.9% | +149.6% | +168.3% |
| 10Y | +226.2% | -37.1% | +263.3% | +214.0% |
| All | +238.7% | +21.4% | +217.3% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling