+59.6%
GM vs RACE
+67.1%
-7.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.7% |
| 7D | -0.3% | +3.9% | -4.2% | -2.1% |
| 30D | +8.4% | +7.4% | +0.9% | +4.7% |
| 3M | +2.6% | +1.6% | +1.0% | +1.7% |
| 6M | +14.3% | +23.3% | -9.1% | +2.7% |
| YTD | +11.0% | +14.7% | -3.7% | +2.5% |
| 1Y | +27.8% | +2.5% | +25.3% | +24.6% |
| 3Y | +246.7% | +28.0% | +218.7% | +163.9% |
| 5Y | +59.6% | +69.8% | -10.3% | -4.4% |
| All | +59.6% | +67.1% | -7.5% | -4.4% |
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