+39.4%
GM vs S
+36.5%
+2.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.6% |
| 7D | +12.1% | -8.2% | +20.3% | +12.5% |
| 30D | +15.2% | -7.6% | +22.8% | +15.6% |
| 3M | +4.9% | +12.0% | -7.1% | +3.7% |
| 6M | +22.6% | +50.6% | -28.0% | +18.2% |
| YTD | +14.4% | +56.6% | -42.2% | +9.4% |
| 1Y | +39.4% | +39.2% | +0.2% | +34.3% |
| All | +39.4% | +36.5% | +2.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling