+246.5%
GM vs EXPE
+761.8%
-515.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | +1.9% | -9.5% | +11.5% | +5.0% |
| 30D | -1.4% | -6.6% | +5.3% | +0.5% |
| 3M | +5.9% | +31.4% | -25.5% | -3.4% |
| 6M | +12.4% | +35.2% | -22.8% | +0.7% |
| YTD | +8.6% | +5.8% | +2.8% | +3.9% |
| 1Y | +52.6% | +38.7% | +13.9% | +33.1% |
| 3Y | +169.7% | +175.8% | -6.1% | +80.3% |
| 5Y | +87.5% | +111.8% | -24.3% | +30.6% |
| 10Y | +233.0% | +179.7% | +53.2% | +94.6% |
| All | +246.5% | +761.8% | -515.3% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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