+52.3%
GM vs PSX
+101.0%
-48.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +1.7% | +4.5% | -2.8% | +2.2% |
| 30D | -1.6% | +26.6% | -28.2% | +0.7% |
| 3M | +5.7% | +39.3% | -33.6% | +9.3% |
| 6M | +12.2% | +56.8% | -44.7% | +15.9% |
| YTD | +8.4% | +101.8% | -93.4% | +7.7% |
| 1Y | +52.3% | +99.6% | -47.3% | +53.6% |
| All | +52.3% | +101.0% | -48.7% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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