+80.5%
GM vs ES
-4.5%
+85.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -4.6% | -1.0% | -3.6% | -4.4% |
| 3M | +0.2% | +1.5% | -1.3% | -0.4% |
| 6M | +12.6% | -3.5% | +16.1% | +13.3% |
| YTD | +3.7% | +7.0% | -3.3% | +1.1% |
| 1Y | +45.6% | +15.3% | +30.3% | +37.6% |
| 3Y | +162.0% | +30.2% | +131.8% | +132.5% |
| 5Y | +80.5% | -4.3% | +84.8% | +79.3% |
| All | +80.5% | -4.5% | +85.0% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling