+231.1%
GM vs IT
+103.1%
+128.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.8% | -2.5% |
| 7D | -2.4% | -3.7% | +1.2% | -1.2% |
| 30D | -1.1% | +0.1% | -1.2% | -1.6% |
| 3M | +6.1% | +20.7% | -14.6% | -3.9% |
| 6M | +15.0% | +12.0% | +3.0% | +5.4% |
| YTD | +6.0% | -28.8% | +34.8% | +16.1% |
| 1Y | +47.1% | -25.5% | +72.6% | +57.0% |
| 3Y | +170.5% | -48.8% | +219.2% | +224.6% |
| 5Y | +80.5% | -42.7% | +123.2% | +99.2% |
| All | +231.1% | +103.1% | +128.0% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling