+248.0%
GM vs P
+499.9%
-251.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.9% |
| 7D | +0.4% | -13.3% | +13.7% | +2.8% |
| 30D | +7.2% | -34.0% | +41.2% | +15.0% |
| 3M | +1.0% | +4.1% | -3.0% | -1.9% |
| 6M | +13.0% | +30.5% | -17.4% | +3.0% |
| YTD | +9.8% | +52.2% | -42.4% | -4.2% |
| 1Y | +25.9% | +10.3% | +15.6% | +15.9% |
| 3Y | +240.4% | +180.9% | +59.5% | +132.0% |
| 5Y | +56.1% | +259.7% | -203.6% | -2.8% |
| 10Y | +226.7% | +652.6% | -425.9% | +63.4% |
| All | +248.0% | +499.9% | -251.9% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling