+240.0%
GM vs BG
+203.8%
+36.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | -1.1% | +3.7% | -4.8% | -2.6% |
| 30D | -3.4% | +12.3% | -15.8% | -8.1% |
| 3M | +8.7% | -2.2% | +10.9% | +8.7% |
| 6M | +15.4% | +5.3% | +10.1% | +11.1% |
| YTD | +6.6% | +42.4% | -35.8% | -9.9% |
| 1Y | +51.5% | +55.2% | -3.7% | +22.2% |
| 3Y | +169.3% | +21.0% | +148.4% | +136.4% |
| 5Y | +81.6% | +87.1% | -5.6% | +25.7% |
| 10Y | +240.7% | +169.8% | +70.8% | +77.8% |
| All | +240.0% | +203.8% | +36.2% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling