+215.6%
GM vs USFR
+27.6%
+188.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -4.6% | +0.3% | -4.9% | -4.7% |
| 3M | +0.2% | +1.0% | -0.8% | -0.2% |
| 6M | +12.6% | +1.9% | +10.7% | +11.7% |
| YTD | +3.7% | +2.7% | +1.0% | +2.5% |
| 1Y | +45.6% | +4.0% | +41.7% | +43.2% |
| 3Y | +162.0% | +14.0% | +147.9% | +147.8% |
| 5Y | +80.5% | +20.4% | +60.1% | +66.2% |
| 10Y | +231.3% | +28.0% | +203.3% | +196.4% |
| All | +215.6% | +27.6% | +188.1% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling