+47.1%
GM vs USAR
+13.1%
+34.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.6% |
| 7D | -2.4% | -11.6% | +9.2% | -2.4% |
| 30D | -1.1% | -15.5% | +14.4% | -1.0% |
| 3M | +6.1% | -31.0% | +37.1% | +6.2% |
| 6M | +15.0% | -26.2% | +41.2% | +14.9% |
| YTD | +6.0% | +30.8% | -24.8% | +9.9% |
| 1Y | +47.1% | +7.1% | +40.0% | +45.6% |
| All | +47.1% | +13.1% | +34.0% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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