+201.3%
GM vs XYZ
+606.0%
-404.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -1.1% | -5.2% | +4.1% | +0.2% |
| 30D | -3.4% | 0.0% | -3.4% | -3.6% |
| 3M | +8.7% | +18.7% | -10.0% | +4.1% |
| 6M | +15.4% | +20.5% | -5.1% | +9.8% |
| YTD | +6.6% | +21.5% | -14.9% | +0.3% |
| 1Y | +51.5% | +7.2% | +44.3% | +45.8% |
| 3Y | +169.3% | +49.0% | +120.4% | +127.7% |
| 5Y | +81.6% | -68.1% | +149.7% | +97.9% |
| 10Y | +240.7% | +601.6% | -360.9% | +99.4% |
| All | +201.3% | +606.0% | -404.7% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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