+238.0%
GM vs SU
+232.4%
+5.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 6M | +15.0% | +19.7% | -4.7% | +5.4% |
| YTD | +6.0% | +58.4% | -52.4% | -13.2% |
| 1Y | +47.1% | +67.2% | -20.1% | +17.7% |
| 3Y | +170.5% | +125.0% | +45.5% | +88.9% |
| 5Y | +80.5% | +355.1% | -274.6% | -8.8% |
| 10Y | +238.7% | +263.7% | -25.0% | +69.4% |
| All | +238.0% | +232.4% | +5.6% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling