+214.9%
T vs GM
+231.7%
-16.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -3.8% | +3.6% | -7.3% | -4.6% |
| 3M | -8.7% | -0.2% | -8.5% | -9.0% |
| 6M | -8.1% | +13.9% | -22.0% | -11.0% |
| YTD | -6.4% | +6.5% | -12.9% | -8.7% |
| 1Y | -9.8% | +20.7% | -30.4% | -14.2% |
| 3Y | +65.5% | +229.5% | -164.0% | +22.6% |
| 5Y | +57.0% | +41.5% | +15.4% | +37.2% |
| 10Y | +60.8% | +204.8% | -144.0% | +9.4% |
| All | +214.9% | +231.7% | -16.8% | +105.0% |
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