+238.0%
GM vs MKTX
+932.8%
-694.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | +6.1% | +40.8% | -34.7% | -1.5% |
| 6M | +15.0% | -8.0% | +23.0% | +15.8% |
| YTD | +6.0% | -8.7% | +14.7% | +6.6% |
| 1Y | +47.1% | -11.8% | +58.9% | +48.8% |
| 3Y | +170.5% | -24.0% | +194.5% | +174.0% |
| 5Y | +80.5% | -60.3% | +140.8% | +107.3% |
| 10Y | +238.7% | +5.0% | +233.7% | +181.6% |
| All | +238.0% | +932.8% | -694.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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