+238.7%
GM vs ED
+301.9%
-63.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -1.8% | +1.1% | -2.9% | -2.1% |
| 3M | +2.6% | +4.6% | -2.0% | +1.3% |
| 6M | +14.6% | -2.0% | +16.5% | +14.7% |
| YTD | +6.2% | +11.7% | -5.5% | +2.8% |
| 1Y | +48.7% | +15.7% | +32.9% | +42.4% |
| 3Y | +168.3% | +34.4% | +134.0% | +142.3% |
| 5Y | +82.8% | +67.3% | +15.5% | +54.3% |
| 10Y | +226.2% | +104.0% | +122.2% | +151.3% |
| All | +238.7% | +301.9% | -63.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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