+231.3%
GM vs RACE
+783.2%
-551.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.9% |
| 7D | -1.1% | -2.6% | +1.5% | +0.3% |
| 30D | -4.6% | -1.1% | -3.5% | -4.1% |
| 3M | +0.2% | +12.5% | -12.3% | -6.1% |
| 6M | +12.6% | +17.4% | -4.8% | +2.8% |
| YTD | +3.7% | +10.1% | -6.4% | -2.9% |
| 1Y | +45.6% | -15.1% | +60.8% | +54.4% |
| 3Y | +162.0% | +38.9% | +123.1% | +96.2% |
| 5Y | +80.5% | +90.7% | -10.2% | +10.2% |
| 10Y | +231.3% | +801.8% | -570.5% | -2.2% |
| All | +231.3% | +783.2% | -551.8% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling