+205.0%
GM vs USB
+89.5%
+115.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -1.4% | 0.0% | -1.4% | -1.3% |
| 30D | +6.4% | +5.8% | +0.5% | +2.9% |
| 3M | -0.7% | -6.0% | +5.3% | +2.7% |
| 6M | +9.9% | +7.8% | +2.2% | +4.3% |
| YTD | +6.7% | +14.6% | -7.9% | -2.7% |
| 1Y | +26.2% | +31.8% | -5.5% | +5.9% |
| 3Y | +205.0% | +91.5% | +113.5% | +88.8% |
| All | +205.0% | +89.5% | +115.5% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling