+246.5%
GM vs CAPR
-96.9%
+343.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +1.9% | -2.0% | +3.9% | +2.0% |
| 30D | -1.4% | +139.2% | -140.6% | -3.2% |
| 3M | +5.9% | -66.4% | +72.3% | +6.6% |
| 6M | +12.4% | -63.1% | +75.5% | +12.8% |
| YTD | +8.6% | -67.4% | +76.1% | +9.2% |
| 1Y | +52.6% | +58.2% | -5.6% | +42.7% |
| 3Y | +169.7% | +42.2% | +127.4% | +144.7% |
| 5Y | +87.5% | +87.3% | +0.3% | +66.9% |
| 10Y | +233.0% | -75.3% | +308.2% | +176.9% |
| All | +246.5% | -96.9% | +343.4% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling