+238.0%
GM vs TRV
+865.1%
-627.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.9% |
| 7D | -2.4% | +1.9% | -4.4% | -3.6% |
| 30D | -1.1% | +1.7% | -2.8% | -2.2% |
| 3M | +6.1% | +23.9% | -17.8% | -8.2% |
| 6M | +15.0% | +26.3% | -11.3% | -2.2% |
| YTD | +6.0% | +30.8% | -24.8% | -12.1% |
| 1Y | +47.1% | +36.3% | +10.8% | +18.5% |
| 3Y | +170.5% | +145.0% | +25.5% | +40.1% |
| 5Y | +80.5% | +163.9% | -83.4% | -13.6% |
| 10Y | +238.7% | +305.8% | -67.1% | +12.3% |
| All | +238.0% | +865.1% | -627.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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