+172.1%
GM vs S
+15.8%
+156.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.6% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -3.4% | -11.8% | +8.4% | -2.0% |
| 3M | +8.7% | +33.9% | -25.3% | +3.5% |
| 6M | +15.4% | +40.1% | -24.7% | +8.3% |
| YTD | +6.6% | +32.1% | -25.5% | +0.7% |
| 1Y | +51.5% | +11.0% | +40.4% | +46.7% |
| All | +172.1% | +15.8% | +156.3% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling