+81.6%
GM vs IR
+35.0%
+46.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.2% |
| 7D | -1.1% | -3.1% | +2.0% | +0.7% |
| 30D | -3.4% | -14.0% | +10.6% | +5.3% |
| 3M | +8.7% | +3.7% | +5.0% | +5.5% |
| 6M | +15.4% | -15.4% | +30.8% | +25.6% |
| YTD | +6.6% | -7.7% | +14.3% | +9.3% |
| 1Y | +51.5% | -8.8% | +60.3% | +55.9% |
| 3Y | +169.3% | +5.6% | +163.8% | +134.7% |
| 5Y | +81.6% | +34.3% | +47.2% | +27.3% |
| All | +81.6% | +35.0% | +46.5% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling