+240.0%
GM vs BBY
+249.3%
-9.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -1.1% | +0.7% | -1.7% | -1.3% |
| 30D | -3.4% | +5.8% | -9.2% | -5.4% |
| 3M | +8.7% | +18.0% | -9.3% | +2.6% |
| 6M | +15.4% | +39.8% | -24.4% | +2.2% |
| YTD | +6.6% | +35.4% | -28.8% | -4.9% |
| 1Y | +51.5% | +21.4% | +30.1% | +39.6% |
| 3Y | +169.3% | +39.5% | +129.8% | +130.6% |
| 5Y | +81.6% | -0.5% | +82.0% | +69.6% |
| 10Y | +240.7% | +240.0% | +0.6% | +134.0% |
| All | +240.0% | +249.3% | -9.3% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling