+170.5%
GM vs USFR
+14.1%
+156.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.2% |
| 7D | -2.4% | +0.1% | -2.6% | -1.9% |
| 30D | -1.1% | +0.4% | -1.5% | +0.4% |
| 3M | +6.1% | +1.0% | +5.1% | +10.5% |
| 6M | +15.0% | +2.0% | +13.0% | +22.6% |
| YTD | +6.0% | +2.8% | +3.2% | +14.6% |
| 1Y | +47.1% | +4.1% | +43.0% | +62.0% |
| 3Y | +170.5% | +14.1% | +156.3% | +297.8% |
| All | +170.5% | +14.1% | +156.3% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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