+231.1%
GM vs BG
+166.7%
+64.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.1% |
| 7D | -2.4% | +3.1% | -5.6% | -3.6% |
| 30D | -1.1% | +10.2% | -11.3% | -4.9% |
| 3M | +6.1% | -1.7% | +7.8% | +6.0% |
| 6M | +15.0% | +1.0% | +14.0% | +12.8% |
| YTD | +6.0% | +39.9% | -33.9% | -9.0% |
| 1Y | +47.1% | +53.2% | -6.1% | +20.7% |
| 3Y | +170.5% | +16.3% | +154.2% | +143.7% |
| 5Y | +80.5% | +83.9% | -3.4% | +27.6% |
| All | +231.1% | +166.7% | +64.4% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling