+231.1%
GM vs EOG
+121.1%
+110.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | +1.5% | -3.9% | -2.9% |
| 30D | -1.1% | +2.9% | -4.1% | -2.2% |
| 3M | +6.1% | +8.7% | -2.6% | +2.2% |
| 6M | +15.0% | +12.9% | +2.1% | +8.1% |
| YTD | +6.0% | +43.8% | -37.8% | -9.3% |
| 1Y | +47.1% | +27.1% | +20.0% | +31.3% |
| 3Y | +170.5% | +25.9% | +144.6% | +138.1% |
| 5Y | +80.5% | +177.9% | -97.4% | +11.2% |
| All | +231.1% | +121.1% | +110.0% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling