+240.0%
GM vs WY
+125.4%
+114.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +4.3% |
| 7D | -1.1% | -3.7% | +2.6% | +1.0% |
| 30D | -3.4% | -11.3% | +7.9% | +3.3% |
| 3M | +8.7% | -8.1% | +16.8% | +13.3% |
| 6M | +15.4% | -7.4% | +22.9% | +19.6% |
| YTD | +6.6% | -4.7% | +11.3% | +7.8% |
| 1Y | +51.5% | -9.2% | +60.7% | +57.1% |
| 3Y | +169.3% | -24.7% | +194.0% | +204.0% |
| 5Y | +81.6% | -21.6% | +103.1% | +100.4% |
| 10Y | +240.7% | +6.7% | +234.0% | +185.5% |
| All | +240.0% | +125.4% | +114.6% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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