+50.8%
GM vs PL
+20.8%
+30.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.4% | -13.9% | -4.7% |
| 7D | -1.4% | -6.8% | +5.4% | -0.9% |
| 30D | +6.4% | -29.3% | +35.7% | +10.0% |
| 3M | -0.7% | -44.8% | +44.1% | +5.2% |
| 6M | +9.9% | -68.4% | +78.3% | +22.2% |
| YTD | +6.7% | -36.4% | +43.0% | +6.5% |
| 1Y | +26.2% | +0.7% | +25.5% | +17.6% |
| 3Y | +205.0% | +455.3% | -250.3% | +97.1% |
| All | +50.8% | +20.8% | +30.0% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling