+39.4%
GM vs RACE
+10.6%
+28.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.4% | +3.0% |
| 7D | +12.1% | +9.9% | +2.1% | +8.1% |
| 30D | +15.2% | +12.8% | +2.4% | +10.0% |
| 3M | +4.9% | +7.4% | -2.5% | +2.1% |
| 6M | +22.6% | +27.6% | -5.0% | +11.6% |
| YTD | +14.4% | +18.4% | -4.0% | +5.8% |
| 1Y | +39.4% | +9.5% | +29.9% | +34.2% |
| All | +39.4% | +10.6% | +28.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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