+229.5%
GM vs SE
+65.6%
+163.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | +3.6% | -20.9% | +24.5% | +5.6% |
| 3M | -0.2% | -38.9% | +38.6% | +3.7% |
| 6M | +13.9% | -19.4% | +33.3% | +15.9% |
| YTD | +6.5% | -40.9% | +47.4% | +9.8% |
| 1Y | +20.7% | -46.2% | +66.8% | +25.0% |
| 3Y | +229.5% | +63.7% | +165.7% | +243.5% |
| All | +229.5% | +65.6% | +163.8% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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