+231.1%
GM vs O
+54.0%
+177.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -2.9% | +0.4% | -0.9% |
| 30D | -1.1% | -4.5% | +3.4% | +1.3% |
| 3M | +6.1% | -2.6% | +8.8% | +7.4% |
| 6M | +15.0% | -5.6% | +20.6% | +18.0% |
| YTD | +6.0% | +9.3% | -3.3% | +0.1% |
| 1Y | +47.1% | +4.3% | +42.8% | +42.3% |
| 3Y | +170.5% | +27.4% | +143.1% | +129.6% |
| 5Y | +80.5% | +17.1% | +63.4% | +60.9% |
| All | +231.1% | +54.0% | +177.0% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling