+600.9%
PM vs GM
+231.7%
+369.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -3.2% | +3.6% | -6.8% | -4.0% |
| 3M | +6.2% | -0.2% | +6.5% | +5.9% |
| 6M | +7.7% | +13.9% | -6.2% | +4.4% |
| YTD | +27.3% | +6.5% | +20.8% | +24.5% |
| 1Y | +32.8% | +20.7% | +12.1% | +26.8% |
| 3Y | +150.0% | +229.5% | -79.5% | +89.9% |
| 5Y | +164.2% | +41.5% | +122.7% | +133.3% |
| 10Y | +265.7% | +204.8% | +60.9% | +151.8% |
| All | +600.9% | +231.7% | +369.2% | +341.9% |
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 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