+48.7%
GM vs PL
+131.1%
-82.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | +0.4% | -7.5% | +7.9% | +0.6% |
| 30D | -1.8% | -25.6% | +23.7% | -1.1% |
| 3M | +2.6% | -45.6% | +48.2% | +4.2% |
| 6M | +14.6% | -29.5% | +44.1% | +15.6% |
| YTD | +6.2% | -9.7% | +15.9% | +7.0% |
| 1Y | +48.7% | +84.4% | -35.7% | +48.8% |
| All | +48.7% | +131.1% | -82.5% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling