+17.1%
PM vs GM
+51.0%
-33.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +2.2% |
| 7D | +1.9% | -1.1% | +3.0% | +1.9% |
| 30D | +1.9% | -3.4% | +5.3% | +1.9% |
| 3M | +4.6% | +8.7% | -4.1% | +4.9% |
| 6M | +11.7% | +15.4% | -3.7% | +12.0% |
| YTD | +20.4% | +6.6% | +13.8% | +20.3% |
| All | +17.1% | +51.0% | -33.8% | +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