+215.1%
GM vs RF
+241.0%
-26.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -3.8% | -1.3% | -2.5% | -3.0% |
| 30D | +7.9% | +4.6% | +3.3% | +4.9% |
| 3M | -0.3% | -8.4% | +8.2% | +5.0% |
| 6M | +18.6% | +8.9% | +9.7% | +11.7% |
| YTD | +10.0% | +8.8% | +1.2% | +3.3% |
| 1Y | +25.9% | +18.9% | +7.0% | +11.9% |
| 3Y | +241.2% | +116.0% | +125.2% | +104.3% |
| 5Y | +50.0% | +46.0% | +4.0% | +11.6% |
| 10Y | +215.1% | +231.7% | -16.7% | +43.0% |
| All | +215.1% | +241.0% | -26.0% | +43.0% |
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