+82.8%
GM vs FIVE
+38.7%
+44.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.4% |
| 7D | +0.4% | +3.7% | -3.3% | -0.5% |
| 30D | -1.8% | +4.0% | -5.8% | -3.0% |
| 3M | +2.6% | +36.2% | -33.6% | -5.4% |
| 6M | +14.6% | +18.0% | -3.5% | +8.6% |
| YTD | +6.2% | +34.9% | -28.7% | -3.0% |
| 1Y | +48.7% | +67.9% | -19.2% | +27.5% |
| 3Y | +168.3% | +57.3% | +111.0% | +121.7% |
| 5Y | +82.8% | +39.5% | +43.2% | +48.9% |
| All | +82.8% | +38.7% | +44.1% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling