+230.7%
GM vs UL
+215.1%
+15.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.7% |
| 7D | -1.1% | -3.2% | +2.1% | +0.3% |
| 30D | -4.6% | -0.6% | -4.0% | -4.4% |
| 3M | +0.2% | +9.4% | -9.2% | -3.9% |
| 6M | +12.6% | -4.1% | +16.7% | +14.0% |
| YTD | +3.7% | -2.0% | +5.7% | +3.6% |
| 1Y | +45.6% | -9.0% | +54.6% | +49.8% |
| 3Y | +162.0% | +21.8% | +140.2% | +131.2% |
| 5Y | +80.5% | +20.6% | +59.9% | +56.9% |
| 10Y | +231.3% | +67.7% | +163.6% | +132.3% |
| All | +230.7% | +215.1% | +15.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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