+231.3%
GM vs RF
+334.5%
-103.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | -4.6% | -4.0% | -0.6% | -2.3% |
| 3M | +0.2% | +5.6% | -5.4% | -3.5% |
| 6M | +12.6% | +13.1% | -0.4% | +3.8% |
| YTD | +3.7% | +13.6% | -9.9% | -5.0% |
| 1Y | +45.6% | +16.0% | +29.7% | +31.5% |
| 3Y | +162.0% | +90.2% | +71.8% | +69.0% |
| 5Y | +80.5% | +87.0% | -6.5% | +15.5% |
| 10Y | +231.3% | +338.5% | -107.2% | +31.3% |
| All | +231.3% | +334.5% | -103.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling