+9.0%
MSFT vs GM
+37.1%
-28.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.6% | +2.1% | +6.4% |
| 7D | +4.7% | +12.1% | -7.4% | +4.0% |
| 30D | +5.8% | +15.2% | -9.4% | +5.0% |
| 3M | +13.0% | +4.9% | +8.1% | +12.5% |
| 6M | +34.9% | +22.6% | +12.3% | +33.6% |
| YTD | +15.7% | +14.4% | +1.2% | +14.4% |
| 1Y | +9.0% | +39.4% | -30.5% | +9.9% |
| All | +9.0% | +37.1% | -28.1% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling