+7.8%
GOOG vs GM
+15.6%
-7.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.3% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | -3.6% | -3.4% | -0.2% | -2.6% |
| 3M | -6.4% | +8.7% | -15.1% | -9.3% |
| 6M | +7.8% | +15.4% | -7.6% | +1.4% |
| All | +7.8% | +15.6% | -7.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 6mo: compounded portfolio wealth divided by compounded GM 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…
6mo analysis · Full analysis span regression · 6 months rolling