+238.7%
GM vs IT
+442.1%
-203.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.4% | +5.2% | +0.7% |
| 7D | +0.4% | -9.1% | +9.5% | +4.1% |
| 30D | -1.8% | -7.0% | +5.2% | +0.6% |
| 3M | +2.6% | +7.6% | -5.0% | -3.4% |
| 6M | +14.6% | +2.1% | +12.4% | +8.3% |
| YTD | +6.2% | -31.6% | +37.8% | +17.9% |
| 1Y | +48.7% | -29.9% | +78.6% | +62.2% |
| 3Y | +168.3% | -51.3% | +219.6% | +229.3% |
| 5Y | +82.8% | -44.8% | +127.6% | +105.6% |
| 10Y | +226.2% | +91.4% | +134.8% | +77.3% |
| All | +238.7% | +442.1% | -203.3% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling