+1,449.6%
NET vs GM
+137.3%
+1,312.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -7.0% | +1.9% | -8.9% | -7.5% |
| 30D | -4.8% | -1.4% | -3.4% | -4.4% |
| 3M | +3.8% | +5.9% | -2.1% | +1.6% |
| 6M | +50.0% | +12.4% | +37.7% | +42.8% |
| YTD | +41.5% | +8.6% | +32.8% | +36.0% |
| 1Y | +32.8% | +52.6% | -19.8% | +12.8% |
| 3Y | +335.9% | +169.7% | +166.2% | +189.5% |
| 5Y | +113.8% | +87.5% | +26.3% | +52.7% |
| All | +1,449.6% | +137.3% | +1,312.2% | +1,045.8% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling