+226.7%
GM vs PR
+65.1%
+161.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | +0.4% | -9.5% | +9.9% | +1.6% |
| 30D | +7.2% | -5.7% | +12.9% | +7.8% |
| 3M | +1.0% | +3.0% | -1.9% | +0.3% |
| 6M | +13.0% | +11.8% | +1.2% | +10.6% |
| YTD | +9.8% | +58.5% | -48.7% | +2.0% |
| 1Y | +25.9% | +69.9% | -44.0% | +15.8% |
| 3Y | +240.4% | +84.9% | +155.5% | +206.5% |
| 5Y | +56.1% | +246.4% | -190.3% | +26.7% |
| 10Y | +226.7% | +70.3% | +156.4% | +143.7% |
| All | +226.7% | +65.1% | +161.7% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling