+172.1%
GM vs EQT
+34.2%
+137.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | -3.4% | +1.1% | -4.5% | -3.5% |
| 3M | +8.7% | +4.8% | +3.9% | +8.0% |
| 6M | +15.4% | -10.6% | +26.0% | +16.7% |
| YTD | +6.6% | +3.4% | +3.2% | +5.3% |
| 1Y | +51.5% | +8.7% | +42.8% | +47.8% |
| All | +172.1% | +34.2% | +137.9% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling