+51.5%
GM vs HWM
+26.9%
+24.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.3% |
| 7D | -1.1% | -12.5% | +11.5% | +2.2% |
| 30D | -3.4% | -19.0% | +15.6% | +1.7% |
| 3M | +8.7% | -8.6% | +17.3% | +9.9% |
| 6M | +15.4% | -10.2% | +25.6% | +16.1% |
| YTD | +6.6% | +11.3% | -4.7% | +2.9% |
| 1Y | +51.5% | +24.3% | +27.2% | +42.4% |
| All | +51.5% | +26.9% | +24.6% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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