+246.7%
GM vs RF
+115.2%
+131.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +2.8% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +8.4% | +7.0% | +1.3% | +4.3% |
| 3M | +2.6% | -7.0% | +9.6% | +6.6% |
| 6M | +14.3% | +6.8% | +7.5% | +9.3% |
| YTD | +11.0% | +9.9% | +1.1% | +3.9% |
| 1Y | +27.8% | +21.1% | +6.7% | +13.0% |
| 3Y | +246.7% | +119.6% | +127.0% | +107.0% |
| All | +246.7% | +115.2% | +131.5% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling