+46.2%
MSFT vs GM
+231.6%
-185.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -1.8% | +3.6% | -5.4% | -2.2% |
| 3M | +5.6% | -0.2% | +5.9% | +5.6% |
| 6M | +29.8% | +13.9% | +15.9% | +28.0% |
| YTD | +9.0% | +6.5% | +2.6% | +7.9% |
| 1Y | +4.9% | +20.7% | -15.7% | +2.5% |
| 3Y | +46.2% | +229.5% | -183.3% | +41.2% |
| All | +46.2% | +231.6% | -185.3% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling