+25.9%
GM vs SUI
-3.0%
+28.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | -3.8% | -2.4% | -1.4% | -3.2% |
| 30D | +7.9% | +3.3% | +4.6% | +6.5% |
| 3M | -0.3% | +0.7% | -1.0% | -1.1% |
| 6M | +18.6% | -4.1% | +22.7% | +19.1% |
| YTD | +10.0% | -1.8% | +11.9% | +10.2% |
| 1Y | +25.9% | -4.1% | +30.0% | +27.2% |
| All | +25.9% | -3.0% | +28.9% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling