+238.0%
GM vs SNY
+139.6%
+98.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -3.3% | +0.9% | -1.1% |
| 30D | -1.1% | -2.2% | +1.0% | -0.3% |
| 3M | +6.1% | -3.0% | +9.2% | +7.2% |
| 6M | +15.0% | +2.7% | +12.2% | +13.3% |
| YTD | +6.0% | -6.8% | +12.8% | +8.4% |
| 1Y | +47.1% | -5.3% | +52.4% | +49.0% |
| 3Y | +170.5% | -9.8% | +180.3% | +169.7% |
| 5Y | +80.5% | +9.7% | +70.8% | +59.9% |
| 10Y | +238.7% | +64.5% | +174.2% | +141.0% |
| All | +238.0% | +139.6% | +98.5% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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