+246.5%
GM vs WM
+815.8%
-569.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.5% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | -1.4% | -2.4% | +1.0% | -0.1% |
| 3M | +5.9% | +0.4% | +5.5% | +4.8% |
| 6M | +12.4% | -9.5% | +21.9% | +17.3% |
| YTD | +8.6% | +0.5% | +8.1% | +6.1% |
| 1Y | +52.6% | -1.1% | +53.7% | +49.9% |
| 3Y | +169.7% | +46.0% | +123.6% | +100.1% |
| 5Y | +87.5% | +51.8% | +35.7% | +33.5% |
| 10Y | +233.0% | +307.5% | -74.6% | +19.7% |
| All | +246.5% | +815.8% | -569.3% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling