+212.5%
GM vs P
+666.7%
-454.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -3.7% |
| 7D | -3.4% | +17.8% | -21.3% | -6.6% |
| 30D | +2.7% | -29.9% | +32.5% | +9.1% |
| 3M | -0.4% | -1.2% | +0.8% | -2.2% |
| 6M | +13.3% | +32.1% | -18.8% | +2.8% |
| YTD | +6.8% | +64.3% | -57.5% | -9.0% |
| 1Y | +21.1% | +24.3% | -3.2% | +8.1% |
| 3Y | +231.0% | +203.2% | +27.8% | +114.7% |
| 5Y | +41.9% | +290.4% | -248.5% | -17.0% |
| All | +212.5% | +666.7% | -454.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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