+246.5%
GM vs D
+198.7%
+47.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -1.4% | -3.6% | +2.2% | -0.2% |
| 3M | +5.9% | -1.0% | +6.9% | +6.1% |
| 6M | +12.4% | +6.3% | +6.1% | +9.4% |
| YTD | +8.6% | +14.7% | -6.1% | +2.9% |
| 1Y | +52.6% | +16.9% | +35.7% | +43.1% |
| 3Y | +169.7% | +56.8% | +112.9% | +122.6% |
| 5Y | +87.5% | +5.2% | +82.3% | +77.8% |
| 10Y | +233.0% | +35.9% | +197.1% | +174.2% |
| All | +246.5% | +198.7% | +47.8% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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