+75.8%
GM vs SO
+57.0%
+18.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.4% | -1.1% | -1.4% | -2.2% |
| 30D | -1.1% | -5.0% | +3.9% | -0.1% |
| 3M | +6.1% | -5.8% | +11.9% | +7.3% |
| 6M | +15.0% | -7.9% | +22.9% | +16.7% |
| YTD | +6.0% | +2.4% | +3.6% | +4.6% |
| 1Y | +47.1% | -2.3% | +49.4% | +46.7% |
| 3Y | +170.5% | +41.9% | +128.6% | +134.2% |
| All | +75.8% | +57.0% | +18.7% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling