+260.6%
T vs GM
+238.5%
+22.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.1% |
| 7D | -1.3% | +1.9% | -3.2% | -1.7% |
| 30D | +11.4% | -1.4% | +12.7% | +11.6% |
| 3M | +14.3% | +5.9% | +8.4% | +12.8% |
| 6M | -9.3% | +12.4% | -21.7% | -11.8% |
| YTD | +7.1% | +8.6% | -1.5% | +4.5% |
| 1Y | -9.1% | +52.6% | -61.7% | -17.6% |
| 3Y | +105.3% | +169.7% | -64.3% | +59.6% |
| 5Y | +66.8% | +87.5% | -20.7% | +36.6% |
| 10Y | +66.8% | +233.0% | -166.2% | +11.8% |
| All | +260.6% | +238.5% | +22.1% | +134.5% |
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