+39.4%
GM vs EQT
-3.4%
+42.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +4.6% |
| 7D | +12.1% | -6.6% | +18.6% | +12.0% |
| 30D | +15.2% | +2.7% | +12.5% | +15.2% |
| 3M | +4.9% | -0.2% | +5.0% | +4.7% |
| 6M | +22.6% | -10.6% | +33.2% | +21.2% |
| YTD | +14.4% | -1.2% | +15.6% | +12.3% |
| 1Y | +39.4% | -4.9% | +44.3% | +36.8% |
| All | +39.4% | -3.4% | +42.9% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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