+39.4%
GM vs IT
-17.9%
+57.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.2% | +4.6% |
| 7D | +12.1% | -5.5% | +17.5% | +12.4% |
| 30D | +15.2% | +10.3% | +4.9% | +14.5% |
| 3M | +4.9% | +11.5% | -6.6% | +4.1% |
| 6M | +22.6% | +40.3% | -17.6% | +21.5% |
| YTD | +14.4% | -17.9% | +32.3% | +21.7% |
| 1Y | +39.4% | -8.8% | +48.2% | +41.3% |
| All | +39.4% | -17.9% | +57.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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