+20.7%
GM vs BUD
+33.8%
-13.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -0.2% | +1.0% | -1.2% | -0.6% |
| 30D | +3.6% | +6.7% | -3.1% | +0.9% |
| 3M | -0.2% | +5.7% | -6.0% | -2.6% |
| 6M | +13.9% | +5.8% | +8.1% | +11.0% |
| YTD | +6.5% | +34.4% | -27.9% | -10.0% |
| 1Y | +20.7% | +33.3% | -12.6% | +2.6% |
| All | +20.7% | +33.8% | -13.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling