+239.5%
GM vs M
+74.2%
+165.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -0.2% | +7.0% | -7.2% | -2.1% |
| 30D | +3.6% | +8.9% | -5.4% | +1.0% |
| 3M | -0.2% | +4.5% | -4.7% | -1.9% |
| 6M | +13.9% | +36.2% | -22.3% | +3.3% |
| YTD | +6.5% | +15.1% | -8.7% | +0.8% |
| 1Y | +20.7% | +27.4% | -6.8% | +10.8% |
| 3Y | +229.5% | +160.1% | +69.3% | +128.7% |
| 5Y | +41.5% | -1.6% | +43.1% | +23.3% |
| 10Y | +204.8% | -7.7% | +212.5% | +112.1% |
| All | +239.5% | +74.2% | +165.3% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling