+246.5%
GM vs RF
+752.4%
-505.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.9% | +1.3% | +0.6% | +1.2% |
| 30D | -1.4% | -3.6% | +2.2% | +0.5% |
| 3M | +5.9% | +8.1% | -2.2% | +1.1% |
| 6M | +12.4% | +11.5% | +0.9% | +5.4% |
| YTD | +8.6% | +15.6% | -6.9% | -0.4% |
| 1Y | +52.6% | +15.7% | +36.9% | +39.7% |
| 3Y | +169.7% | +86.9% | +82.8% | +85.8% |
| 5Y | +87.5% | +89.8% | -2.3% | +26.8% |
| 10Y | +233.0% | +344.7% | -111.7% | +40.5% |
| All | +246.5% | +752.4% | -505.9% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling