+238.7%
GM vs EAT
+1,460.5%
-1,221.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.1% | -1.3% |
| 7D | +0.4% | -4.9% | +5.3% | +1.9% |
| 30D | -1.8% | -1.2% | -0.6% | -2.0% |
| 3M | +2.6% | +52.2% | -49.6% | -10.5% |
| 6M | +14.6% | +65.0% | -50.5% | -3.8% |
| YTD | +6.2% | +55.0% | -48.8% | -9.6% |
| 1Y | +48.7% | +42.1% | +6.6% | +28.7% |
| 3Y | +168.3% | +614.7% | -446.4% | +30.9% |
| 5Y | +82.8% | +322.7% | -240.0% | -0.5% |
| 10Y | +226.2% | +382.0% | -155.8% | +40.4% |
| All | +238.7% | +1,460.5% | -1,221.8% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling