+47.1%
GM vs S
+8.9%
+38.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.4% | -0.7% | -1.8% | -2.4% |
| 30D | -1.1% | -11.4% | +10.3% | -0.2% |
| 3M | +6.1% | +33.8% | -27.7% | +2.4% |
| 6M | +15.0% | +39.5% | -24.5% | +9.4% |
| YTD | +6.0% | +31.7% | -25.7% | +1.8% |
| 1Y | +47.1% | +7.0% | +40.1% | +44.9% |
| All | +47.1% | +8.9% | +38.2% | +44.9% |
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