+75.8%
GM vs DOW
-37.7%
+113.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | -1.1% | -3.9% | +2.8% | +0.1% |
| 3M | +6.1% | -12.7% | +18.8% | +10.7% |
| 6M | +15.0% | -13.7% | +28.7% | +16.2% |
| YTD | +6.0% | +28.4% | -22.4% | -13.2% |
| 1Y | +47.1% | +21.8% | +25.3% | +22.2% |
| 3Y | +170.5% | -35.7% | +206.2% | +229.2% |
| All | +75.8% | -37.7% | +113.5% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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