+81.6%
GM vs O
+14.0%
+67.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.3% |
| 7D | -1.1% | -3.5% | +2.5% | +0.7% |
| 30D | -3.4% | -3.3% | -0.1% | -1.8% |
| 3M | +8.7% | -2.8% | +11.5% | +10.0% |
| 6M | +15.4% | -5.8% | +21.2% | +18.5% |
| YTD | +6.6% | +9.4% | -2.8% | +0.4% |
| 1Y | +51.5% | +5.7% | +45.8% | +45.2% |
| 3Y | +169.3% | +27.2% | +142.1% | +123.9% |
| 5Y | +81.6% | +17.2% | +64.4% | +68.7% |
| All | +81.6% | +14.0% | +67.5% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling