+75.8%
GM vs NDAQ
+49.0%
+26.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -2.4% | -5.6% | +3.1% | +0.1% |
| 30D | -1.1% | -4.4% | +3.2% | +0.9% |
| 3M | +6.1% | +5.9% | +0.3% | +2.9% |
| 6M | +15.0% | +7.7% | +7.2% | +10.0% |
| YTD | +6.0% | -5.2% | +11.1% | +7.4% |
| 1Y | +47.1% | -3.4% | +50.5% | +47.2% |
| 3Y | +170.5% | +85.6% | +84.9% | +85.0% |
| All | +75.8% | +49.0% | +26.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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