+75.8%
GM vs EW
-30.6%
+106.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.2% |
| 7D | -2.4% | -6.2% | +3.7% | -0.7% |
| 30D | -1.1% | -9.3% | +8.2% | +1.6% |
| 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% | +5.7% |
| 1Y | +47.1% | +8.2% | +38.9% | +42.8% |
| 3Y | +170.5% | +12.7% | +157.8% | +147.0% |
| All | +75.8% | -30.6% | +106.4% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling