+146.7%
GM vs DOW
-15.9%
+162.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -1.1% | -6.0% | +4.9% | +1.7% |
| 30D | -4.6% | -2.7% | -1.8% | -3.6% |
| 3M | +0.2% | -10.5% | +10.7% | +4.2% |
| 6M | +12.6% | -12.4% | +25.1% | +14.1% |
| YTD | +3.7% | +30.0% | -26.3% | -16.8% |
| 1Y | +45.6% | +27.8% | +17.8% | +16.0% |
| 3Y | +162.0% | -34.9% | +196.9% | +200.0% |
| 5Y | +80.5% | -35.9% | +116.4% | +107.3% |
| All | +146.7% | -15.9% | +162.6% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling