+54.1%
GM vs PL
+40.9%
+13.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | +10.0% | -10.2% | -1.3% |
| 30D | +3.6% | -2.3% | +5.8% | +3.5% |
| 3M | -0.2% | -44.2% | +44.0% | +5.6% |
| 6M | +13.9% | -66.1% | +80.0% | +25.9% |
| YTD | +6.5% | -30.0% | +36.4% | +5.2% |
| 1Y | +20.7% | +21.0% | -0.4% | +10.1% |
| 3Y | +229.5% | +516.5% | -287.0% | +110.5% |
| 5Y | +41.5% | +32.0% | +9.5% | +10.7% |
| All | +54.1% | +40.9% | +13.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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