+327.1%
NET vs GM
+170.5%
+156.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -7.0% | +1.7% | -8.7% | -7.4% |
| 30D | -4.8% | -1.6% | -3.2% | -4.4% |
| 3M | +3.8% | +5.7% | -1.9% | +2.3% |
| 6M | +50.0% | +12.2% | +37.9% | +44.7% |
| YTD | +41.5% | +8.4% | +33.1% | +37.6% |
| 1Y | +32.8% | +52.3% | -19.5% | +16.9% |
| All | +327.1% | +170.5% | +156.5% | +159.2% |
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