+69.5%
T vs GM
+78.3%
-8.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +1.5% | -2.4% | +3.9% | +1.8% |
| 30D | +7.5% | -1.1% | +8.6% | +7.6% |
| 3M | +14.8% | +6.1% | +8.7% | +13.9% |
| 6M | -1.7% | +15.0% | -16.7% | -3.7% |
| YTD | +8.7% | +6.0% | +2.7% | +7.4% |
| 1Y | -7.5% | +47.1% | -54.6% | -12.9% |
| 3Y | +110.2% | +170.5% | -60.3% | +73.7% |
| All | +69.5% | +78.3% | -8.7% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling