+231.1%
GM vs ECL
+160.1%
+71.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.7% |
| 7D | -2.4% | -1.1% | -1.3% | -1.7% |
| 30D | -1.1% | -0.8% | -0.3% | -0.7% |
| 3M | +6.1% | +5.0% | +1.1% | +2.3% |
| 6M | +15.0% | +0.2% | +14.7% | +14.4% |
| YTD | +6.0% | +5.8% | +0.2% | +1.5% |
| 1Y | +47.1% | +1.5% | +45.5% | +44.0% |
| 3Y | +170.5% | +55.0% | +115.5% | +91.5% |
| 5Y | +80.5% | +29.3% | +51.2% | +43.0% |
| All | +231.1% | +160.1% | +71.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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