+208.8%
PM vs GM
+242.0%
-33.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.7% |
| 7D | +1.9% | -1.1% | +3.0% | +2.1% |
| 30D | +1.9% | -3.4% | +5.3% | +2.5% |
| 3M | +4.6% | +8.7% | -4.1% | +2.9% |
| 6M | +11.7% | +15.4% | -3.7% | +8.2% |
| YTD | +20.4% | +6.6% | +13.8% | +18.1% |
| 1Y | +19.0% | +51.5% | -32.5% | +8.8% |
| 3Y | +130.4% | +169.3% | -39.0% | +82.9% |
| 5Y | +131.5% | +81.6% | +49.9% | +93.7% |
| All | +208.8% | +242.0% | -33.2% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling