+129.3%
GM vs USAR
-19.4%
+148.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | +3.6% | -20.9% | +24.5% | +3.7% |
| 3M | -0.2% | -56.2% | +55.9% | +0.1% |
| 6M | +13.9% | -67.9% | +81.8% | +14.2% |
| YTD | +6.5% | -31.4% | +37.9% | +7.6% |
| 1Y | +20.7% | -45.1% | +65.7% | +21.7% |
| 3Y | +229.5% | -20.3% | +249.8% | +235.3% |
| All | +129.3% | -19.4% | +148.7% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling