+75.8%
GM vs PSX
+362.1%
-286.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | +1.7% | -4.2% | -3.0% |
| 30D | -1.1% | +15.6% | -16.7% | -5.7% |
| 3M | +6.1% | +46.5% | -40.3% | -6.6% |
| 6M | +15.0% | +55.0% | -40.0% | -1.9% |
| YTD | +6.0% | +105.3% | -99.3% | -19.1% |
| 1Y | +47.1% | +101.6% | -54.5% | +12.5% |
| 3Y | +170.5% | +134.1% | +36.4% | +89.9% |
| All | +75.8% | +362.1% | -286.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling