+231.1%
GM vs DUK
+129.4%
+101.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -0.7% | -1.8% | -2.2% |
| 30D | -1.1% | -2.4% | +1.3% | -0.3% |
| 3M | +6.1% | -3.0% | +9.1% | +7.0% |
| 6M | +15.0% | -6.6% | +21.5% | +17.4% |
| YTD | +6.0% | +4.6% | +1.4% | +3.3% |
| 1Y | +47.1% | +1.2% | +45.9% | +44.9% |
| 3Y | +170.5% | +45.7% | +124.8% | +122.9% |
| 5Y | +80.5% | +40.3% | +40.2% | +49.3% |
| All | +231.1% | +129.4% | +101.7% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 10y: compounded portfolio wealth divided by compounded DUK 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…
10y analysis · Full analysis span regression · 6 months rolling