+50.0%
GM vs CB
+105.3%
-55.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.8% | -1.0% | -2.8% | -3.4% |
| 30D | +7.9% | +7.3% | +0.6% | +4.8% |
| 3M | -0.3% | +7.0% | -7.3% | -3.1% |
| 6M | +18.6% | +16.3% | +2.2% | +10.2% |
| YTD | +10.0% | +19.7% | -9.7% | +0.5% |
| 1Y | +25.9% | +27.8% | -1.9% | +11.2% |
| 3Y | +241.2% | +72.0% | +169.2% | +143.6% |
| 5Y | +50.0% | +104.9% | -54.8% | -8.6% |
| All | +50.0% | +105.3% | -55.2% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling