+244.4%
GM vs P
+485.4%
-241.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +1.9% | +6.5% | -4.6% | +0.6% |
| 30D | -1.4% | +18.8% | -20.2% | -5.3% |
| 3M | +5.9% | +26.7% | -20.8% | -0.4% |
| 6M | +12.4% | +62.2% | -49.8% | -0.8% |
| YTD | +8.6% | +48.5% | -39.9% | -3.1% |
| 1Y | +52.6% | +26.4% | +26.2% | +37.8% |
| 3Y | +169.7% | +159.4% | +10.2% | +90.2% |
| 5Y | +87.5% | +275.8% | -188.2% | +17.3% |
| 10Y | +233.0% | +732.0% | -499.1% | +67.9% |
| All | +244.4% | +485.4% | -241.0% | +74.1% |
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 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