+246.5%
GM vs CB
+683.6%
-437.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +2.1% |
| 7D | +1.9% | +0.5% | +1.4% | +1.6% |
| 30D | -1.4% | -3.1% | +1.7% | +0.6% |
| 3M | +5.9% | +9.0% | -3.0% | -1.0% |
| 6M | +12.4% | +2.9% | +9.5% | +8.8% |
| YTD | +8.6% | +10.1% | -1.5% | +0.1% |
| 1Y | +52.6% | +22.8% | +29.8% | +30.0% |
| 3Y | +169.7% | +73.8% | +95.9% | +73.3% |
| 5Y | +87.5% | +99.2% | -11.6% | +7.8% |
| 10Y | +233.0% | +218.2% | +14.7% | +28.3% |
| All | +246.5% | +683.6% | -437.1% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling