+239.5%
GM vs ECL
+670.4%
-430.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.4% |
| 7D | -0.2% | +2.9% | -3.0% | -2.0% |
| 30D | +3.6% | +7.5% | -3.9% | -1.2% |
| 3M | -0.2% | +12.2% | -12.5% | -7.7% |
| 6M | +13.9% | +24.6% | -10.6% | -1.9% |
| YTD | +6.5% | +18.8% | -12.3% | -5.5% |
| 1Y | +20.7% | +19.3% | +1.3% | +6.6% |
| 3Y | +229.5% | +78.2% | +151.3% | +114.6% |
| 5Y | +41.5% | +38.8% | +2.7% | +8.0% |
| 10Y | +204.8% | +197.8% | +7.0% | +34.1% |
| All | +239.5% | +670.4% | -430.8% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling