+82.8%
GM vs SUI
-32.1%
+114.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | +0.4% | -3.1% | +3.5% | +1.9% |
| 30D | -1.8% | -2.3% | +0.5% | -0.8% |
| 3M | +2.6% | -2.8% | +5.4% | +3.6% |
| 6M | +14.6% | -12.4% | +26.9% | +21.7% |
| YTD | +6.2% | -3.3% | +9.5% | +7.2% |
| 1Y | +48.7% | -5.8% | +54.5% | +51.8% |
| 3Y | +168.3% | +12.5% | +155.8% | +141.6% |
| 5Y | +82.8% | -32.9% | +115.6% | +110.1% |
| All | +82.8% | -32.1% | +114.9% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling