+82.8%
GM vs RACE
+92.4%
-9.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.8% |
| 7D | +0.4% | -1.0% | +1.4% | +0.9% |
| 30D | -1.8% | -1.5% | -0.3% | -1.2% |
| 3M | +2.6% | +15.5% | -12.8% | -4.5% |
| 6M | +14.6% | +17.3% | -2.7% | +5.4% |
| YTD | +6.2% | +11.1% | -4.9% | -0.4% |
| 1Y | +48.7% | -14.3% | +62.9% | +56.7% |
| 3Y | +168.3% | +40.2% | +128.2% | +88.7% |
| 5Y | +82.8% | +92.6% | -9.8% | +3.7% |
| All | +82.8% | +92.4% | -9.7% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling