+52.3%
GM vs EOG
+24.8%
+27.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.5% |
| 7D | +1.7% | +1.3% | +0.4% | +2.1% |
| 30D | -1.6% | +8.2% | -9.7% | +0.6% |
| 3M | +5.7% | +3.8% | +1.9% | +7.3% |
| 6M | +12.2% | +15.3% | -3.2% | +14.3% |
| YTD | +8.4% | +41.7% | -33.3% | +9.1% |
| 1Y | +52.3% | +23.6% | +28.8% | +53.7% |
| All | +52.3% | +24.8% | +27.5% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling