+216.2%
GM vs USB
+90.4%
+125.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.1% |
| 7D | +4.2% | -1.5% | +5.7% | +5.1% |
| 30D | +8.9% | +4.3% | +4.6% | +6.2% |
| 3M | +0.4% | -6.1% | +6.5% | +3.9% |
| 6M | +17.8% | +9.4% | +8.4% | +10.8% |
| YTD | +10.6% | +15.2% | -4.6% | +0.6% |
| 1Y | +31.0% | +32.8% | -1.7% | +9.4% |
| All | +216.2% | +90.4% | +125.8% | +95.1% |
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