+129.7%
GM vs USAR
+58.5%
+71.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.8% | +2.8% |
| 7D | -1.1% | -9.3% | +8.3% | -1.0% |
| 30D | -3.4% | -15.2% | +11.8% | -3.4% |
| 3M | +8.7% | -21.1% | +29.8% | +8.7% |
| 6M | +15.4% | -21.6% | +37.0% | +15.4% |
| YTD | +6.6% | +34.8% | -28.2% | +7.4% |
| 1Y | +51.5% | +15.6% | +35.8% | +51.2% |
| 3Y | +169.3% | +57.7% | +111.6% | +171.6% |
| All | +129.7% | +58.5% | +71.2% | +120.4% |
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