+246.5%
GM vs CP
+735.4%
-488.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +1.9% | -2.7% | +4.6% | +3.4% |
| 30D | -1.4% | +0.2% | -1.5% | -1.5% |
| 3M | +5.9% | +2.6% | +3.3% | +4.0% |
| 6M | +12.4% | +6.0% | +6.4% | +8.3% |
| YTD | +8.6% | +24.9% | -16.3% | -5.0% |
| 1Y | +52.6% | +20.1% | +32.5% | +36.1% |
| 3Y | +169.7% | +16.4% | +153.3% | +141.9% |
| 5Y | +87.5% | +31.7% | +55.8% | +55.1% |
| 10Y | +233.0% | +223.9% | +9.1% | +72.5% |
| All | +246.5% | +735.4% | -488.9% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling