+238.7%
GM vs EL
+237.8%
+0.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.4% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | -1.8% | +15.5% | -17.3% | -7.7% |
| 3M | +2.6% | +20.6% | -17.9% | -5.3% |
| 6M | +14.6% | +10.5% | +4.1% | +8.0% |
| YTD | +6.2% | -1.9% | +8.1% | +3.5% |
| 1Y | +48.7% | +16.1% | +32.6% | +33.7% |
| 3Y | +168.3% | -30.2% | +198.5% | +174.7% |
| 5Y | +82.8% | -67.4% | +150.2% | +167.7% |
| 10Y | +226.2% | +31.2% | +195.0% | +137.3% |
| All | +238.7% | +237.8% | +0.9% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling