+170.5%
GM vs BR
-5.3%
+175.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.4% | -3.0% | +0.5% | -1.7% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +6.1% | +17.3% | -11.2% | +1.4% |
| 6M | +15.0% | -6.7% | +21.7% | +17.7% |
| YTD | +6.0% | -23.4% | +29.4% | +16.9% |
| 1Y | +47.1% | -32.7% | +79.8% | +71.3% |
| 3Y | +170.5% | -5.9% | +176.4% | +155.1% |
| All | +170.5% | -5.3% | +175.8% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling