+211.6%
GM vs PR
+86.0%
+125.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -0.2% | +6.0% | -6.2% | -1.0% |
| 30D | +3.6% | -4.2% | +7.7% | +3.9% |
| 3M | -0.2% | +10.0% | -10.2% | -1.8% |
| 6M | +13.9% | +15.6% | -1.7% | +11.0% |
| YTD | +6.5% | +68.2% | -61.7% | -1.8% |
| 1Y | +20.7% | +79.2% | -58.5% | +10.2% |
| 3Y | +229.5% | +94.9% | +134.6% | +194.6% |
| 5Y | +41.5% | +272.8% | -231.3% | +13.7% |
| All | +211.6% | +86.0% | +125.6% | +131.4% |
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