+246.5%
GM vs M
+61.2%
+185.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.1% |
| 7D | +1.9% | +4.7% | -2.8% | +0.6% |
| 30D | -1.4% | -9.6% | +8.3% | +1.4% |
| 3M | +5.9% | +0.9% | +5.1% | +5.2% |
| 6M | +12.4% | +22.3% | -9.9% | +5.3% |
| YTD | +8.6% | +6.5% | +2.1% | +5.5% |
| 1Y | +52.6% | +38.8% | +13.8% | +37.0% |
| 3Y | +169.7% | +115.9% | +53.7% | +98.1% |
| 5Y | +87.5% | +28.6% | +58.9% | +50.0% |
| 10Y | +233.0% | -2.5% | +235.5% | +125.5% |
| All | +246.5% | +61.2% | +185.3% | +56.2% |
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