+80.5%
GM vs CAPR
+76.3%
+4.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.3% | -2.3% |
| 7D | -1.1% | -12.6% | +11.5% | -1.0% |
| 30D | -4.6% | +124.4% | -129.0% | -5.4% |
| 3M | +0.2% | -66.8% | +67.0% | +0.6% |
| 6M | +12.6% | -71.8% | +84.4% | +13.2% |
| YTD | +3.7% | -70.1% | +73.7% | +4.1% |
| 1Y | +45.6% | +33.3% | +12.3% | +40.5% |
| 3Y | +162.0% | +36.7% | +125.3% | +131.5% |
| 5Y | +80.5% | +72.5% | +8.0% | +44.6% |
| All | +80.5% | +76.3% | +4.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling