+252.7%
GM vs USB
+297.3%
-44.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -1.9% |
| 7D | +4.2% | -1.5% | +5.7% | +5.3% |
| 30D | +8.9% | +4.3% | +4.6% | +5.8% |
| 3M | +0.4% | -6.1% | +6.5% | +4.4% |
| 6M | +17.8% | +9.4% | +8.4% | +9.9% |
| YTD | +10.6% | +15.2% | -4.6% | -0.6% |
| 1Y | +31.0% | +32.8% | -1.7% | +7.0% |
| 3Y | +209.2% | +91.3% | +117.9% | +91.3% |
| 5Y | +59.3% | +22.7% | +36.6% | +30.6% |
| 10Y | +245.7% | +97.0% | +148.6% | +90.3% |
| All | +252.7% | +297.3% | -44.6% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling