+170.5%
GM vs BBY
+42.8%
+127.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -1.1% | +9.4% | -10.5% | -4.3% |
| 3M | +6.1% | +19.3% | -13.2% | -0.3% |
| 6M | +15.0% | +47.9% | -33.0% | -0.5% |
| YTD | +6.0% | +39.6% | -33.6% | -6.7% |
| 1Y | +47.1% | +22.2% | +24.9% | +35.6% |
| 3Y | +170.5% | +45.0% | +125.5% | +115.2% |
| All | +170.5% | +42.8% | +127.7% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling