+231.1%
GM vs SU
+267.2%
-36.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -2.4% | +2.2% | -4.7% | -3.3% |
| 30D | -1.1% | +8.4% | -9.6% | -4.2% |
| 3M | +6.1% | +12.1% | -6.0% | +1.0% |
| 6M | +15.0% | +19.7% | -4.7% | +5.3% |
| YTD | +6.0% | +58.4% | -52.4% | -13.5% |
| 1Y | +47.1% | +67.2% | -20.1% | +17.2% |
| 3Y | +170.5% | +125.0% | +45.5% | +87.3% |
| 5Y | +80.5% | +355.1% | -274.6% | -11.2% |
| All | +231.1% | +267.2% | -36.1% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling