+246.5%
GM vs SM
-14.1%
+260.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -1.4% | +26.3% | -27.7% | -5.0% |
| 3M | +5.9% | +8.7% | -2.8% | +3.7% |
| 6M | +12.4% | +51.7% | -39.3% | +3.2% |
| YTD | +8.6% | +99.0% | -90.4% | -4.9% |
| 1Y | +52.6% | +34.6% | +18.0% | +41.4% |
| 3Y | +169.7% | -7.8% | +177.4% | +159.3% |
| 5Y | +87.5% | +104.8% | -17.2% | +54.4% |
| 10Y | +233.0% | +7.2% | +225.7% | +112.8% |
| All | +246.5% | -14.1% | +260.6% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 all: compounded portfolio wealth divided by compounded SM 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…
all analysis · Full analysis span regression · 6 months rolling