+82.8%
GM vs MSCI
-10.9%
+93.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.5% | -0.7% |
| 7D | +0.4% | -2.1% | +2.5% | +1.3% |
| 30D | -1.8% | -1.7% | -0.1% | -1.2% |
| 3M | +2.6% | -8.2% | +10.8% | +5.4% |
| 6M | +14.6% | -2.4% | +17.0% | +14.1% |
| YTD | +6.2% | -2.8% | +9.0% | +5.1% |
| 1Y | +48.7% | -2.7% | +51.3% | +46.2% |
| 3Y | +168.3% | +7.3% | +161.0% | +145.3% |
| 5Y | +82.8% | -11.4% | +94.2% | +61.4% |
| All | +82.8% | -10.9% | +93.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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