+246.7%
GM vs USB
+99.4%
+147.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.5% | +2.6% |
| 7D | -0.3% | +0.8% | -1.1% | -0.7% |
| 30D | +8.4% | +6.8% | +1.6% | +4.3% |
| 3M | +2.6% | -3.8% | +6.4% | +4.7% |
| 6M | +14.3% | +11.7% | +2.5% | +6.2% |
| YTD | +11.0% | +17.5% | -6.5% | -0.1% |
| 1Y | +27.8% | +33.8% | -6.0% | +6.5% |
| 3Y | +246.7% | +104.2% | +142.4% | +116.1% |
| All | +246.7% | +99.4% | +147.3% | +116.1% |
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