+213.3%
GM vs RACE
+647.6%
-434.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.7% |
| 7D | +1.9% | -2.5% | +4.5% | +3.2% |
| 30D | -1.4% | +0.8% | -2.1% | -1.8% |
| 3M | +5.9% | +17.2% | -11.3% | -2.3% |
| 6M | +12.4% | +13.6% | -1.2% | +4.9% |
| YTD | +8.6% | +12.2% | -3.6% | +1.3% |
| 1Y | +52.6% | -16.3% | +68.9% | +62.3% |
| 3Y | +169.7% | +36.4% | +133.2% | +111.0% |
| 5Y | +87.5% | +95.0% | -7.4% | +20.0% |
| 10Y | +233.0% | +813.2% | -580.3% | +22.6% |
| All | +213.3% | +647.6% | -434.3% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling