+80.5%
GM vs CP
+30.0%
+50.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.7% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | -4.6% | -0.5% | -4.1% | -4.4% |
| 3M | +0.2% | +0.1% | +0.1% | -0.2% |
| 6M | +12.6% | +7.8% | +4.8% | +7.1% |
| YTD | +3.7% | +22.9% | -19.2% | -9.3% |
| 1Y | +45.6% | +21.3% | +24.3% | +28.0% |
| 3Y | +162.0% | +20.4% | +141.6% | +126.6% |
| 5Y | +80.5% | +34.9% | +45.5% | +39.7% |
| All | +80.5% | +30.0% | +50.5% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling