+238.0%
GM vs BDX
+296.6%
-58.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.4% | -3.2% | +0.7% | -1.1% |
| 30D | -1.1% | -2.5% | +1.4% | -0.1% |
| 3M | +6.1% | +21.4% | -15.3% | -3.1% |
| 6M | +15.0% | +10.4% | +4.6% | +9.4% |
| YTD | +6.0% | +18.8% | -12.9% | -2.7% |
| 1Y | +47.1% | +21.7% | +25.4% | +33.3% |
| 3Y | +170.5% | -10.0% | +180.4% | +175.0% |
| 5Y | +80.5% | -1.8% | +82.3% | +73.5% |
| 10Y | +238.7% | +58.8% | +179.9% | +121.9% |
| All | +238.0% | +296.6% | -58.6% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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