+81.6%
GM vs S
-70.4%
+152.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.5% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -3.4% | -11.8% | +8.4% | -1.7% |
| 3M | +8.7% | +33.9% | -25.3% | +2.7% |
| 6M | +15.4% | +40.1% | -24.7% | +7.4% |
| YTD | +6.6% | +32.1% | -25.5% | -0.1% |
| 1Y | +51.5% | +11.0% | +40.4% | +45.7% |
| 3Y | +169.3% | +16.9% | +152.4% | +145.3% |
| 5Y | +81.6% | -68.9% | +150.5% | +88.3% |
| All | +81.6% | -70.4% | +152.0% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling