+246.5%
GM vs MSCI
+1,773.3%
-1,526.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -1.4% | +0.6% | -1.9% | -1.7% |
| 3M | +5.9% | -7.1% | +13.0% | +8.4% |
| 6M | +12.4% | +0.8% | +11.6% | +10.5% |
| YTD | +8.6% | +1.0% | +7.6% | +5.9% |
| 1Y | +52.6% | +4.3% | +48.3% | +45.8% |
| 3Y | +169.7% | +9.9% | +159.7% | +145.2% |
| 5Y | +87.5% | -6.8% | +94.3% | +78.3% |
| 10Y | +233.0% | +614.7% | -381.7% | +17.7% |
| All | +246.5% | +1,773.3% | -1,526.8% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling