+55.5%
GM vs COMP
-52.0%
+107.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.7% | -14.3% | -5.1% |
| 7D | -1.4% | +13.4% | -14.9% | -3.4% |
| 30D | +6.4% | +11.1% | -4.7% | +4.3% |
| 3M | -0.7% | -18.8% | +18.1% | +1.8% |
| 6M | +9.9% | +10.5% | -0.6% | +6.8% |
| YTD | +6.7% | -3.4% | +10.1% | +4.2% |
| 1Y | +26.2% | +19.7% | +6.5% | +19.2% |
| 3Y | +205.0% | +381.6% | -176.6% | +115.6% |
| 5Y | +53.6% | -17.6% | +71.2% | +25.3% |
| All | +55.5% | -52.0% | +107.5% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling