+208.2%
GM vs IR
+288.5%
-80.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.1% |
| 7D | +1.9% | -2.8% | +4.8% | +3.5% |
| 30D | -1.4% | -15.1% | +13.8% | +7.9% |
| 3M | +5.9% | +6.1% | -0.2% | +1.8% |
| 6M | +12.4% | -16.8% | +29.2% | +23.1% |
| YTD | +8.6% | -3.5% | +12.2% | +8.9% |
| 1Y | +52.6% | -3.5% | +56.1% | +52.3% |
| 3Y | +169.7% | +9.5% | +160.2% | +140.8% |
| 5Y | +87.5% | +45.1% | +42.5% | +40.6% |
| All | +208.2% | +288.5% | -80.3% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling