+39.4%
GM vs BG
+7.2%
+32.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.6% |
| 7D | +12.1% | -3.8% | +15.8% | +12.0% |
| 30D | +15.2% | -9.6% | +24.8% | +15.3% |
| 3M | +4.9% | -8.5% | +13.4% | +5.0% |
| 6M | +22.6% | -23.0% | +45.7% | +22.6% |
| YTD | +14.4% | +10.9% | +3.5% | +6.3% |
| 1Y | +39.4% | +6.0% | +33.5% | +31.5% |
| All | +39.4% | +7.2% | +32.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling