+17.4%
PM vs GM
+52.7%
-35.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -4.9% | +1.7% | -6.6% | -4.9% |
| 30D | -3.4% | -1.6% | -1.8% | -3.4% |
| 3M | +5.2% | +5.7% | -0.5% | +5.4% |
| 6M | +3.7% | +12.2% | -8.4% | +4.0% |
| YTD | +15.8% | +8.4% | +7.4% | +15.7% |
| 1Y | +17.4% | +52.3% | -34.9% | +24.2% |
| All | +17.4% | +52.7% | -35.3% | +24.2% |
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 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