+231.3%
GM vs SUI
+104.7%
+126.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | -1.1% | -4.3% | +3.2% | +0.9% |
| 30D | -4.6% | -2.1% | -2.4% | -3.7% |
| 3M | +0.2% | -6.1% | +6.3% | +2.7% |
| 6M | +12.6% | -12.8% | +25.4% | +19.4% |
| YTD | +3.7% | -4.6% | +8.3% | +5.3% |
| 1Y | +45.6% | -7.7% | +53.3% | +50.0% |
| 3Y | +162.0% | +10.9% | +151.0% | +141.8% |
| 5Y | +80.5% | -32.4% | +112.9% | +107.6% |
| 10Y | +231.3% | +105.7% | +125.6% | +207.7% |
| All | +231.3% | +104.7% | +126.6% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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