+220.0%
GM vs RACE
+663.9%
-443.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | +2.6% | +1.6% | +1.0% | +1.7% |
| 6M | +14.3% | +23.3% | -9.1% | +2.6% |
| YTD | +11.0% | +14.7% | -3.7% | +2.4% |
| 1Y | +27.8% | +2.5% | +25.3% | +24.3% |
| 3Y | +246.7% | +28.0% | +218.7% | +182.4% |
| 5Y | +59.6% | +69.8% | -10.3% | +9.4% |
| 10Y | +249.1% | +734.9% | -485.8% | +31.2% |
| All | +220.0% | +663.9% | -443.9% | +13.3% |
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