+48.9%
MSFT vs GM
+160.9%
-112.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | -2.7% | -4.6% | +1.9% | -2.3% |
| 3M | +22.1% | +0.2% | +21.9% | +22.0% |
| 6M | +20.6% | +12.6% | +8.0% | +18.9% |
| YTD | +2.3% | +3.7% | -1.4% | +1.6% |
| 1Y | -0.5% | +45.6% | -46.2% | -5.1% |
| All | +48.9% | +160.9% | -112.0% | +37.4% |
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 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