+46.9%
PM vs GM
+37.1%
+9.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.1% | +1.2% |
| 7D | +4.3% | +12.1% | -7.8% | +3.3% |
| 30D | +11.5% | +15.2% | -3.7% | +10.2% |
| 3M | +13.0% | +4.9% | +8.2% | +12.4% |
| 6M | +25.9% | +22.6% | +3.3% | +23.6% |
| YTD | +34.0% | +14.4% | +19.6% | +31.8% |
| 1Y | +46.9% | +39.4% | +7.5% | +36.1% |
| All | +46.9% | +37.1% | +9.8% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling