+112.5%
NET vs GM
+88.4%
+24.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -7.0% | +1.7% | -8.7% | -7.8% |
| 30D | -4.8% | -1.6% | -3.2% | -4.0% |
| 3M | +3.8% | +5.7% | -1.9% | +0.2% |
| 6M | +50.0% | +12.2% | +37.9% | +38.1% |
| YTD | +41.5% | +8.4% | +33.1% | +32.1% |
| 1Y | +32.8% | +52.3% | -19.5% | -0.3% |
| 3Y | +335.9% | +169.1% | +166.8% | +92.3% |
| All | +112.5% | +88.4% | +24.0% | +2.8% |
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 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