+233.0%
GM vs ES
+83.3%
+149.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.4% |
| 7D | -1.1% | -3.5% | +2.4% | -0.1% |
| 30D | -3.4% | -3.0% | -0.4% | -2.7% |
| 3M | +8.7% | -0.3% | +9.0% | +8.5% |
| 6M | +15.4% | -5.2% | +20.6% | +16.7% |
| YTD | +6.6% | +4.8% | +1.8% | +4.5% |
| 1Y | +51.5% | +12.7% | +38.8% | +44.4% |
| 3Y | +169.3% | +27.5% | +141.8% | +143.1% |
| 5Y | +81.6% | -4.7% | +86.2% | +78.3% |
| All | +233.0% | +83.3% | +149.7% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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