+51.5%
GM vs FIVE
+69.1%
-17.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.0% |
| 7D | -1.1% | +0.6% | -1.6% | -1.1% |
| 30D | -3.4% | +3.0% | -6.4% | -3.7% |
| 3M | +8.7% | +23.2% | -14.5% | +6.4% |
| 6M | +15.4% | +9.2% | +6.3% | +14.6% |
| YTD | +6.6% | +28.1% | -21.5% | +5.0% |
| 1Y | +51.5% | +65.3% | -13.8% | +47.2% |
| All | +51.5% | +69.1% | -17.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling