+238.7%
GM vs BB
-86.0%
+324.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -2.6% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -1.8% | -12.4% | +10.5% | 0.0% |
| 3M | +2.6% | -15.3% | +17.9% | +3.9% |
| 6M | +14.6% | +128.8% | -114.2% | -2.4% |
| YTD | +6.2% | +107.7% | -101.5% | -8.2% |
| 1Y | +48.7% | +103.9% | -55.2% | +28.1% |
| 3Y | +168.3% | +72.6% | +95.7% | +125.9% |
| 5Y | +82.8% | -24.3% | +107.0% | +69.8% |
| 10Y | +226.2% | +3.1% | +223.1% | +141.5% |
| All | +238.7% | -86.0% | +324.7% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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