+231.1%
GM vs BND
+15.0%
+216.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.0% |
| 30D | -1.1% | -1.1% | 0.0% | -0.6% |
| 3M | +6.1% | -1.9% | +8.0% | +7.0% |
| 6M | +15.0% | -1.6% | +16.6% | +15.8% |
| YTD | +6.0% | -1.2% | +7.2% | +6.6% |
| 1Y | +47.1% | -0.7% | +47.8% | +47.7% |
| 3Y | +170.5% | +12.5% | +158.0% | +159.8% |
| 5Y | +80.5% | -2.5% | +83.0% | +72.6% |
| All | +231.1% | +15.0% | +216.1% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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