+52.3%
GM vs IR
-1.2%
+53.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | +1.7% | -2.8% | +4.6% | +3.0% |
| 30D | -1.6% | -15.1% | +13.6% | +5.7% |
| 3M | +5.7% | +6.1% | -0.4% | +2.1% |
| 6M | +12.2% | -16.8% | +29.0% | +20.2% |
| YTD | +8.4% | -3.5% | +11.9% | +8.0% |
| 1Y | +52.3% | -3.5% | +55.8% | +51.0% |
| All | +52.3% | -1.2% | +53.5% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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