+170.5%
GM vs EL
-34.0%
+204.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -2.4% | -6.5% | +4.1% | -1.2% |
| 30D | -1.1% | +11.1% | -12.3% | -3.3% |
| 3M | +6.1% | +10.7% | -4.6% | +3.8% |
| 6M | +15.0% | +6.9% | +8.1% | +12.5% |
| YTD | +6.0% | -6.3% | +12.3% | +5.6% |
| 1Y | +47.1% | +13.5% | +33.6% | +41.1% |
| 3Y | +170.5% | -33.1% | +203.6% | +177.1% |
| All | +170.5% | -34.0% | +204.5% | +177.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling