+238.0%
GM vs DE
+1,078.0%
-840.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.4% | -2.6% | +0.1% | -1.0% |
| 30D | -1.1% | +9.0% | -10.1% | -6.0% |
| 3M | +6.1% | +19.1% | -13.0% | -4.3% |
| 6M | +15.0% | +14.4% | +0.6% | +5.3% |
| YTD | +6.0% | +45.9% | -40.0% | -16.5% |
| 1Y | +47.1% | +43.6% | +3.5% | +16.4% |
| 3Y | +170.5% | +75.9% | +94.6% | +85.2% |
| 5Y | +80.5% | +98.8% | -18.3% | +10.7% |
| 10Y | +238.7% | +861.4% | -622.7% | -18.4% |
| All | +238.0% | +1,078.0% | -840.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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