+172.1%
GM vs VO
+54.6%
+117.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.9% |
| 7D | -1.1% | -2.5% | +1.4% | +1.9% |
| 30D | -3.4% | -3.2% | -0.2% | +0.3% |
| 3M | +8.7% | +3.9% | +4.8% | +4.0% |
| 6M | +15.4% | +9.6% | +5.8% | +4.1% |
| YTD | +6.6% | +11.6% | -5.0% | -5.7% |
| 1Y | +51.5% | +12.6% | +38.9% | +32.6% |
| All | +172.1% | +54.6% | +117.4% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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