+76.6%
GM vs HWM
+639.6%
-563.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.6% |
| 7D | -1.1% | -8.0% | +6.9% | +2.0% |
| 30D | -4.6% | -18.0% | +13.4% | +2.7% |
| 3M | +0.2% | -9.5% | +9.7% | +3.2% |
| 6M | +12.6% | -8.4% | +21.0% | +14.9% |
| YTD | +3.7% | +13.6% | -9.9% | -3.9% |
| 1Y | +45.6% | +30.2% | +15.4% | +26.6% |
| 3Y | +162.0% | +392.2% | -230.3% | +1.2% |
| All | +76.6% | +639.6% | -563.0% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling