+164.6%
GM vs IR
+5.7%
+158.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.3% | -1.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.2% |
| 30D | -4.6% | -15.0% | +10.5% | +2.7% |
| 3M | +0.2% | -0.4% | +0.6% | -0.1% |
| 6M | +12.6% | -15.0% | +27.7% | +20.2% |
| YTD | +3.7% | -7.1% | +10.7% | +5.7% |
| 1Y | +45.6% | -7.5% | +53.2% | +48.4% |
| All | +164.6% | +5.7% | +158.9% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling