+66.3%
MA vs GM
+78.5%
-12.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -3.5% | -1.1% | -2.4% | -3.3% |
| 30D | +0.8% | -4.6% | +5.3% | +1.9% |
| 3M | +14.8% | +0.2% | +14.6% | +14.3% |
| 6M | +10.0% | +12.6% | -2.6% | +5.7% |
| YTD | -0.1% | +3.7% | -3.8% | -2.1% |
| 1Y | -2.2% | +45.6% | -47.9% | -13.5% |
| 3Y | +39.3% | +162.0% | -122.7% | -2.1% |
| 5Y | +66.3% | +80.5% | -14.1% | +28.5% |
| All | +66.3% | +78.5% | -12.2% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling