+51.5%
GM vs M
+25.2%
+26.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.5% | +4.2% |
| 7D | -1.1% | -8.8% | +7.7% | +1.6% |
| 30D | -3.4% | -16.4% | +13.0% | +1.8% |
| 3M | +8.7% | -10.8% | +19.5% | +11.9% |
| 6M | +15.4% | +16.1% | -0.7% | +8.5% |
| YTD | +6.6% | -5.3% | +11.9% | +7.0% |
| 1Y | +51.5% | +24.9% | +26.6% | +40.0% |
| All | +51.5% | +25.2% | +26.3% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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