+32.6%
NET vs GM
+70.8%
-38.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -5.0% |
| 7D | -16.4% | +12.1% | -28.4% | -21.6% |
| 30D | -25.8% | +15.2% | -41.1% | -31.8% |
| 3M | -11.5% | +4.9% | -16.4% | -14.8% |
| 6M | +18.9% | +22.6% | -3.7% | +3.7% |
| YTD | +35.2% | +14.4% | +20.8% | +21.1% |
| 1Y | +14.5% | +39.4% | -25.0% | -9.1% |
| 3Y | +313.8% | +220.0% | +93.9% | +55.2% |
| 5Y | +32.6% | +64.4% | -31.9% | -36.4% |
| All | +32.6% | +70.8% | -38.2% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling