+76.8%
GM vs EAT
+317.4%
-240.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -1.1% | -6.2% | +5.1% | +0.6% |
| 30D | -3.4% | -3.0% | -0.4% | -3.1% |
| 3M | +8.7% | +45.6% | -37.0% | -3.0% |
| 6M | +15.4% | +53.5% | -38.1% | +0.4% |
| YTD | +6.6% | +49.6% | -43.0% | -7.1% |
| 1Y | +51.5% | +38.9% | +12.6% | +33.8% |
| 3Y | +169.3% | +589.7% | -420.3% | +28.3% |
| All | +76.8% | +317.4% | -240.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling