+87.9%
GM vs WM
+52.1%
+35.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | -1.4% | -2.4% | +1.0% | -0.8% |
| 3M | +5.9% | +0.4% | +5.5% | +5.3% |
| 6M | +12.4% | -9.5% | +21.9% | +15.3% |
| YTD | +8.6% | +0.5% | +8.1% | +7.0% |
| 1Y | +52.6% | -1.1% | +53.7% | +51.0% |
| 3Y | +169.7% | +46.0% | +123.6% | +115.3% |
| All | +87.9% | +52.1% | +35.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 5y: compounded portfolio wealth divided by compounded WM 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…
5y analysis · Full analysis span regression · 6 months rolling