+81.6%
GM vs ECL
+26.5%
+55.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +3.0% |
| 7D | -1.1% | -2.6% | +1.6% | +0.6% |
| 30D | -3.4% | -4.6% | +1.2% | -0.7% |
| 3M | +8.7% | +6.0% | +2.7% | +4.6% |
| 6M | +15.4% | -3.0% | +18.4% | +17.2% |
| YTD | +6.6% | +4.0% | +2.6% | +3.7% |
| 1Y | +51.5% | +2.0% | +49.5% | +48.3% |
| 3Y | +169.3% | +53.9% | +115.4% | +96.8% |
| 5Y | +81.6% | +27.1% | +54.4% | +46.1% |
| All | +81.6% | +26.5% | +55.0% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling