+239.5%
GM vs EW
+887.7%
-648.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -0.2% | +4.9% | -5.1% | -1.5% |
| 30D | +3.6% | +23.9% | -20.4% | -2.5% |
| 3M | -0.2% | +15.8% | -16.0% | -4.4% |
| 6M | +13.9% | +31.7% | -17.7% | +5.1% |
| YTD | +6.5% | +25.7% | -19.2% | -0.8% |
| 1Y | +20.7% | +24.4% | -3.8% | +12.8% |
| 3Y | +229.5% | +65.9% | +163.6% | +173.8% |
| 5Y | +41.5% | -7.6% | +49.2% | +36.6% |
| 10Y | +204.8% | +253.2% | -48.4% | +111.4% |
| All | +239.5% | +887.7% | -648.2% | +73.6% |
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