+233.0%
GM vs CP
+230.5%
+2.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.7% |
| 7D | -1.1% | -2.7% | +1.6% | +0.7% |
| 30D | -3.4% | -3.4% | -0.1% | -1.4% |
| 3M | +8.7% | -0.6% | +9.3% | +8.6% |
| 6M | +15.4% | +6.3% | +9.1% | +10.2% |
| YTD | +6.6% | +21.2% | -14.6% | -7.1% |
| 1Y | +51.5% | +20.0% | +31.5% | +32.4% |
| 3Y | +169.3% | +18.7% | +150.6% | +132.7% |
| 5Y | +81.6% | +34.8% | +46.8% | +40.7% |
| All | +233.0% | +230.5% | +2.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling