+52.3%
GM vs SO
-1.3%
+53.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.5% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -1.6% | -4.6% | +3.0% | -2.2% |
| 3M | +5.7% | -3.0% | +8.7% | +5.3% |
| 6M | +12.2% | -8.3% | +20.4% | +11.0% |
| YTD | +8.4% | +3.5% | +4.9% | +9.0% |
| 1Y | +52.3% | -0.9% | +53.2% | +46.8% |
| All | +52.3% | -1.3% | +53.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling