+548.7%
PM vs GM
+223.0%
+325.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | -1.2% | -1.1% | -0.1% | -1.0% |
| 30D | -0.2% | -4.6% | +4.4% | +0.6% |
| 3M | +4.9% | +0.2% | +4.7% | +4.6% |
| 6M | +9.0% | +12.6% | -3.6% | +6.0% |
| YTD | +17.8% | +3.7% | +14.1% | +16.1% |
| 1Y | +16.8% | +45.6% | -28.8% | +7.4% |
| 3Y | +125.4% | +162.0% | -36.5% | +79.7% |
| 5Y | +128.7% | +80.5% | +48.2% | +91.2% |
| 10Y | +211.8% | +231.3% | -19.5% | +111.3% |
| All | +548.7% | +223.0% | +325.6% | +312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling