+240.0%
GM vs DUK
+338.6%
-98.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.2% |
| 7D | -1.1% | -1.7% | +0.6% | -0.4% |
| 30D | -3.4% | -2.2% | -1.2% | -2.6% |
| 3M | +8.7% | -3.7% | +12.4% | +10.0% |
| 6M | +15.4% | -6.3% | +21.8% | +17.8% |
| YTD | +6.6% | +4.5% | +2.1% | +3.9% |
| 1Y | +51.5% | +1.8% | +49.7% | +48.9% |
| 3Y | +169.3% | +46.8% | +122.5% | +121.3% |
| 5Y | +81.6% | +40.2% | +41.3% | +50.4% |
| 10Y | +240.7% | +129.8% | +110.9% | +125.3% |
| All | +240.0% | +338.6% | -98.6% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling