+251.0%
GM vs CAPR
-96.3%
+347.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.5% | -26.3% | -0.2% |
| 7D | -3.8% | +25.8% | -29.6% | -4.2% |
| 30D | +7.9% | +50.2% | -42.3% | +7.1% |
| 3M | -0.3% | +185.5% | -185.8% | -2.6% |
| 6M | +18.6% | -64.8% | +83.4% | +19.0% |
| YTD | +10.0% | -61.1% | +71.2% | +10.0% |
| 1Y | +25.9% | +81.0% | -55.1% | +17.4% |
| 3Y | +241.2% | +300.7% | -59.5% | +202.4% |
| 5Y | +50.0% | +223.3% | -173.3% | +31.9% |
| 10Y | +215.1% | -58.8% | +273.8% | +160.0% |
| All | +251.0% | -96.3% | +347.3% | +185.7% |
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