+100.6%
GM vs SMR
-14.3%
+115.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.7% | +15.1% | +0.5% |
| 7D | -2.4% | -11.2% | +8.8% | -1.9% |
| 30D | -1.1% | -10.2% | +9.1% | -0.7% |
| 3M | +6.1% | -10.0% | +16.2% | +6.1% |
| 6M | +15.0% | -30.5% | +45.4% | +16.1% |
| YTD | +6.0% | -39.2% | +45.2% | +7.4% |
| 1Y | +47.1% | -75.5% | +122.6% | +55.5% |
| 3Y | +170.5% | +45.4% | +125.1% | +116.7% |
| All | +100.6% | -14.3% | +115.0% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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