+878.4%
MSFT vs GM
+240.0%
+638.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.8% | -2.4% | +1.6% | -0.2% |
| 30D | +0.8% | -1.1% | +1.9% | +1.1% |
| 3M | +27.2% | +6.1% | +21.1% | +25.0% |
| 6M | +22.9% | +15.0% | +7.9% | +17.9% |
| YTD | +3.1% | +6.0% | -2.9% | +0.6% |
| 1Y | -0.3% | +47.1% | -47.4% | -11.1% |
| 3Y | +50.1% | +170.5% | -120.4% | +9.3% |
| 5Y | +74.6% | +80.5% | -5.9% | +38.1% |
| All | +878.4% | +240.0% | +638.3% | +506.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling