+231.1%
GM vs EL
+26.1%
+205.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.4% | -6.5% | +4.1% | -0.1% |
| 30D | -1.1% | +11.1% | -12.3% | -5.4% |
| 3M | +6.1% | +10.7% | -4.6% | +1.5% |
| 6M | +15.0% | +6.9% | +8.1% | +10.1% |
| YTD | +6.0% | -6.3% | +12.3% | +5.2% |
| 1Y | +47.1% | +13.5% | +33.6% | +34.0% |
| 3Y | +170.5% | -33.1% | +203.6% | +183.9% |
| 5Y | +80.5% | -68.8% | +149.3% | +177.3% |
| All | +231.1% | +26.1% | +205.0% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling