+258.0%
PG vs GM
+230.2%
+27.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -0.8% | -2.4% | +1.6% | -0.5% |
| 30D | +0.8% | -1.1% | +1.9% | +0.9% |
| 3M | -1.3% | +6.1% | -7.5% | -2.1% |
| 6M | -3.8% | +15.0% | -18.8% | -5.5% |
| YTD | +3.6% | +6.0% | -2.4% | +2.5% |
| 1Y | -5.7% | +47.1% | -52.8% | -10.4% |
| 3Y | +1.6% | +170.5% | -168.9% | -11.7% |
| 5Y | +14.6% | +80.5% | -65.9% | +3.0% |
| 10Y | +121.2% | +238.7% | -117.5% | +71.7% |
| All | +258.0% | +230.2% | +27.8% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling