+82.8%
GM vs CB
+98.8%
-16.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -1.8% | -3.9% | +2.1% | -0.3% |
| 3M | +2.6% | +4.9% | -2.3% | -0.2% |
| 6M | +14.6% | +3.3% | +11.3% | +12.0% |
| YTD | +6.2% | +8.5% | -2.3% | +1.1% |
| 1Y | +48.7% | +22.1% | +26.6% | +33.2% |
| 3Y | +168.3% | +70.1% | +98.2% | +89.3% |
| 5Y | +82.8% | +97.4% | -14.6% | +14.0% |
| All | +82.8% | +98.8% | -16.1% | +14.0% |
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