+238.7%
GM vs NDAQ
+1,568.7%
-1,330.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.3% |
| 7D | +0.4% | -2.6% | +3.0% | +1.7% |
| 30D | -1.8% | +0.5% | -2.3% | -2.1% |
| 3M | +2.6% | +9.9% | -7.3% | -2.8% |
| 6M | +14.6% | +8.2% | +6.3% | +8.8% |
| YTD | +6.2% | -1.5% | +7.7% | +5.2% |
| 1Y | +48.7% | +1.3% | +47.4% | +44.7% |
| 3Y | +168.3% | +92.6% | +75.7% | +80.9% |
| 5Y | +82.8% | +53.8% | +29.0% | +37.0% |
| 10Y | +226.2% | +376.0% | -149.8% | +30.7% |
| All | +238.7% | +1,568.7% | -1,330.0% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling