+240.0%
GM vs BKR
+142.5%
+97.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.7% | +9.5% | +5.3% |
| 7D | -1.1% | -6.7% | +5.6% | +1.3% |
| 30D | -3.4% | -8.3% | +4.9% | -0.5% |
| 3M | +8.7% | -5.4% | +14.1% | +10.4% |
| 6M | +15.4% | +0.8% | +14.6% | +13.3% |
| YTD | +6.6% | +31.8% | -25.2% | -5.9% |
| 1Y | +51.5% | +28.6% | +22.9% | +34.4% |
| 3Y | +169.3% | +71.2% | +98.1% | +108.3% |
| 5Y | +81.6% | +179.2% | -97.7% | +10.6% |
| 10Y | +240.7% | +124.0% | +116.7% | +90.7% |
| All | +240.0% | +142.5% | +97.5% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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