+50.8%
GM vs COMP
-17.6%
+68.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.7% | -14.3% | -5.2% |
| 7D | -1.4% | +13.4% | -14.9% | -3.4% |
| 30D | +6.4% | +11.1% | -4.7% | +4.2% |
| 3M | -0.7% | -18.8% | +18.1% | +1.9% |
| 6M | +9.9% | +10.5% | -0.6% | +6.7% |
| YTD | +6.7% | -3.4% | +10.1% | +4.1% |
| 1Y | +26.2% | +19.7% | +6.5% | +19.0% |
| 3Y | +205.0% | +381.6% | -176.6% | +113.2% |
| All | +50.8% | -17.6% | +68.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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