+168.3%
GM vs CB
+70.7%
+97.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -1.8% | -3.9% | +2.1% | -1.4% |
| 3M | +2.6% | +4.9% | -2.3% | +1.6% |
| 6M | +14.6% | +3.3% | +11.3% | +13.7% |
| YTD | +6.2% | +8.5% | -2.3% | +4.3% |
| 1Y | +48.7% | +22.1% | +26.6% | +42.5% |
| 3Y | +168.3% | +70.1% | +98.2% | +152.4% |
| All | +168.3% | +70.7% | +97.7% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling