+80.5%
GM vs M
+22.2%
+58.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.2% |
| 7D | -1.1% | -4.1% | +3.0% | 0.0% |
| 30D | -4.6% | -13.6% | +9.0% | -0.8% |
| 3M | +0.2% | -2.3% | +2.5% | +0.4% |
| 6M | +12.6% | +21.9% | -9.3% | +6.0% |
| YTD | +3.7% | -0.6% | +4.3% | +2.8% |
| 1Y | +45.6% | +29.7% | +15.9% | +34.1% |
| 3Y | +162.0% | +107.3% | +54.7% | +93.8% |
| 5Y | +80.5% | +20.5% | +60.0% | +56.6% |
| All | +80.5% | +22.2% | +58.2% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling