+246.5%
GM vs ECL
+593.8%
-347.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | -2.6% | +4.5% | +3.7% |
| 30D | -1.4% | -2.2% | +0.8% | 0.0% |
| 3M | +5.9% | +10.1% | -4.2% | -1.1% |
| 6M | +12.4% | -5.7% | +18.1% | +16.6% |
| YTD | +8.6% | +7.0% | +1.7% | +3.3% |
| 1Y | +52.6% | +2.7% | +50.0% | +48.3% |
| 3Y | +169.7% | +57.7% | +111.9% | +90.2% |
| 5Y | +87.5% | +31.1% | +56.4% | +47.8% |
| 10Y | +233.0% | +150.9% | +82.1% | +64.0% |
| All | +246.5% | +593.8% | -347.3% | -24.8% |
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