+231.1%
GM vs EW
+120.5%
+110.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | -2.4% | -6.2% | +3.7% | -0.4% |
| 30D | -1.1% | -9.3% | +8.2% | +2.0% |
| 3M | +6.1% | -1.6% | +7.7% | +6.4% |
| 6M | +15.0% | -0.8% | +15.8% | +14.8% |
| YTD | +6.0% | -1.0% | +7.0% | +5.6% |
| 1Y | +47.1% | +8.2% | +38.9% | +42.1% |
| 3Y | +170.5% | +12.7% | +157.8% | +145.8% |
| 5Y | +80.5% | -30.2% | +110.7% | +90.1% |
| All | +231.1% | +120.5% | +110.6% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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