+238.7%
GM vs VO
+494.2%
-255.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.6% |
| 7D | +0.4% | +0.6% | -0.2% | -0.3% |
| 30D | -1.8% | -1.1% | -0.8% | -0.6% |
| 3M | +2.6% | +4.5% | -1.9% | -2.5% |
| 6M | +14.6% | +11.1% | +3.5% | +1.3% |
| YTD | +6.2% | +13.5% | -7.3% | -8.5% |
| 1Y | +48.7% | +14.5% | +34.2% | +26.9% |
| 3Y | +168.3% | +58.1% | +110.2% | +55.8% |
| 5Y | +82.8% | +43.3% | +39.5% | +21.7% |
| 10Y | +226.2% | +193.2% | +33.0% | -1.2% |
| All | +238.7% | +494.2% | -255.5% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling