+212.5%
GM vs CB
+246.5%
-34.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -3.4% | 0.0% | -3.5% | -3.5% |
| 30D | +2.7% | +7.4% | -4.7% | -1.6% |
| 3M | -0.4% | +8.6% | -9.0% | -5.2% |
| 6M | +13.3% | +16.1% | -2.8% | +2.3% |
| YTD | +6.8% | +20.2% | -13.4% | -6.1% |
| 1Y | +21.1% | +27.2% | -6.1% | +2.6% |
| 3Y | +231.0% | +72.7% | +158.4% | +120.9% |
| 5Y | +41.9% | +105.9% | -64.0% | -17.4% |
| All | +212.5% | +246.5% | -34.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling