+13.9%
GM vs SO
+2.5%
+11.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -0.2% | +1.4% | -1.5% | -0.3% |
| 30D | +3.6% | +4.7% | -1.2% | +3.5% |
| 3M | -0.2% | +1.7% | -1.9% | -1.9% |
| 6M | +13.9% | +2.2% | +11.8% | +12.6% |
| All | +13.9% | +2.5% | +11.4% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling