-6.4%
T vs GM
+37.1%
-43.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.6% | +1.8% |
| 7D | +5.5% | +12.1% | -6.6% | +4.9% |
| 30D | -8.9% | +15.2% | -24.1% | -9.7% |
| 3M | -5.6% | +4.9% | -10.5% | -6.2% |
| 6M | -14.3% | +22.6% | -36.9% | -14.5% |
| YTD | -7.9% | +14.4% | -22.3% | -8.8% |
| 1Y | -6.4% | +39.4% | -45.8% | -10.3% |
| All | -6.4% | +37.1% | -43.5% | -10.3% |
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