+39.4%
GM vs USB
+36.4%
+3.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.6% |
| 7D | +12.1% | +2.4% | +9.7% | +10.6% |
| 30D | +15.2% | +6.6% | +8.6% | +11.2% |
| 3M | +4.9% | -4.1% | +9.0% | +7.4% |
| 6M | +22.6% | +12.5% | +10.1% | +12.6% |
| YTD | +14.4% | +17.6% | -3.2% | -1.2% |
| 1Y | +39.4% | +36.5% | +2.9% | +4.6% |
| All | +39.4% | +36.4% | +3.0% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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