+207.9%
GM vs RACE
+639.5%
-431.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.8% |
| 7D | -3.4% | -4.0% | +0.6% | -1.5% |
| 30D | +2.7% | +3.5% | -0.9% | +1.0% |
| 3M | -0.4% | -0.4% | 0.0% | -0.3% |
| 6M | +13.3% | +23.2% | -9.8% | +1.8% |
| YTD | +6.8% | +11.0% | -4.2% | +0.1% |
| 1Y | +21.1% | -2.2% | +23.3% | +20.6% |
| 3Y | +231.0% | +22.5% | +208.5% | +175.6% |
| 5Y | +41.9% | +63.2% | -21.2% | -0.7% |
| 10Y | +205.7% | +704.3% | -498.6% | +16.9% |
| All | +207.9% | +639.5% | -431.6% | +10.7% |
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 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