+238.7%
GM vs O
+293.3%
-54.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +0.4% | -0.6% | +0.9% | +0.7% |
| 30D | -1.8% | -2.0% | +0.1% | -0.9% |
| 3M | +2.6% | +3.0% | -0.4% | +0.8% |
| 6M | +14.6% | -3.6% | +18.2% | +16.2% |
| YTD | +6.2% | +12.1% | -5.9% | -0.6% |
| 1Y | +48.7% | +8.9% | +39.8% | +41.0% |
| 3Y | +168.3% | +30.3% | +138.0% | +127.7% |
| 5Y | +82.8% | +13.7% | +69.1% | +66.7% |
| 10Y | +226.2% | +50.3% | +175.9% | +151.8% |
| All | +238.7% | +293.3% | -54.6% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling