+123.4%
PM vs GM
+160.9%
-37.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | -0.2% | -4.6% | +4.4% | +0.2% |
| 3M | +4.9% | +0.2% | +4.7% | +4.8% |
| 6M | +9.0% | +12.6% | -3.6% | +7.8% |
| YTD | +17.8% | +3.7% | +14.1% | +17.1% |
| 1Y | +16.8% | +45.6% | -28.8% | +12.6% |
| All | +123.4% | +160.9% | -37.5% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling