+239.5%
GM vs TPR
+283.2%
-43.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +3.6% | +15.1% | -11.6% | -2.2% |
| 3M | -0.2% | +3.5% | -3.8% | -2.1% |
| 6M | +13.9% | +0.4% | +13.5% | +11.9% |
| YTD | +6.5% | +4.6% | +1.9% | +1.7% |
| 1Y | +20.7% | +33.1% | -12.4% | +4.5% |
| 3Y | +229.5% | +396.0% | -166.5% | +56.4% |
| 5Y | +41.5% | +230.3% | -188.8% | -22.6% |
| 10Y | +204.8% | +368.4% | -163.6% | +22.6% |
| All | +239.5% | +283.2% | -43.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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