+231.1%
GM vs MDY
+177.2%
+53.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.5% |
| 7D | -2.4% | -1.9% | -0.6% | -0.3% |
| 30D | -1.1% | -4.6% | +3.5% | +4.4% |
| 3M | +6.1% | -1.2% | +7.4% | +7.5% |
| 6M | +15.0% | +9.2% | +5.8% | +3.9% |
| YTD | +6.0% | +13.1% | -7.1% | -8.1% |
| 1Y | +47.1% | +13.0% | +34.1% | +27.5% |
| 3Y | +170.5% | +49.2% | +121.3% | +67.3% |
| 5Y | +80.5% | +47.2% | +33.3% | +15.8% |
| All | +231.1% | +177.2% | +53.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling