+231.1%
GM vs EAT
+374.9%
-143.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.4% | -7.7% | +5.3% | -0.2% |
| 30D | -1.1% | -13.6% | +12.5% | +2.9% |
| 3M | +6.1% | +33.9% | -27.8% | -3.4% |
| 6M | +15.0% | +47.2% | -32.2% | +0.6% |
| YTD | +6.0% | +48.1% | -42.1% | -8.0% |
| 1Y | +47.1% | +33.7% | +13.4% | +30.4% |
| 3Y | +170.5% | +595.8% | -425.3% | +36.6% |
| 5Y | +80.5% | +314.4% | -233.9% | +0.9% |
| All | +231.1% | +374.9% | -143.9% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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