+229.5%
GM vs ECL
+79.8%
+149.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | -0.2% | +2.9% | -3.0% | -1.5% |
| 30D | +3.6% | +7.5% | -3.9% | +0.3% |
| 3M | -0.2% | +12.2% | -12.5% | -5.4% |
| 6M | +13.9% | +24.6% | -10.6% | +3.1% |
| YTD | +6.5% | +18.8% | -12.3% | -1.5% |
| 1Y | +20.7% | +19.3% | +1.3% | +11.4% |
| 3Y | +229.5% | +78.2% | +151.3% | +177.3% |
| All | +229.5% | +79.8% | +149.6% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling