+226.2%
GM vs PR
+99.9%
+126.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | -1.8% | +16.6% | -18.4% | -3.9% |
| 3M | +2.6% | +21.0% | -18.3% | -0.2% |
| 6M | +14.6% | +26.8% | -12.2% | +10.2% |
| YTD | +6.2% | +70.3% | -64.1% | -1.9% |
| 1Y | +48.7% | +77.2% | -28.5% | +36.2% |
| 3Y | +168.3% | +84.3% | +84.0% | +142.1% |
| 5Y | +82.8% | +419.2% | -336.5% | +41.9% |
| 10Y | +226.2% | +85.9% | +140.3% | +135.0% |
| All | +226.2% | +99.9% | +126.3% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling