+246.5%
GM vs EW
+728.7%
-482.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | -1.4% | +1.0% | -2.4% | -1.7% |
| 3M | +5.9% | +2.8% | +3.1% | +4.9% |
| 6M | +12.4% | +5.5% | +6.9% | +10.3% |
| YTD | +8.6% | +5.5% | +3.2% | +6.4% |
| 1Y | +52.6% | +11.0% | +41.6% | +47.2% |
| 3Y | +169.7% | +17.7% | +151.9% | +146.9% |
| 5Y | +87.5% | -25.7% | +113.3% | +92.0% |
| 10Y | +233.0% | +132.8% | +100.2% | +153.2% |
| All | +246.5% | +728.7% | -482.2% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling