+740.1%
TEAM vs GM
+207.3%
+532.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -6.2% |
| 7D | -5.7% | +0.4% | -6.1% | -5.7% |
| 30D | +18.3% | -1.8% | +20.2% | +19.1% |
| 3M | +80.2% | +2.6% | +77.6% | +78.7% |
| 6M | +111.0% | +14.6% | +96.4% | +100.3% |
| YTD | +8.8% | +6.2% | +2.6% | +5.3% |
| 1Y | +2.2% | +48.7% | -46.5% | -12.2% |
| 3Y | -14.6% | +168.3% | -182.9% | -41.0% |
| 5Y | -53.8% | +82.8% | -136.6% | -65.0% |
| 10Y | +475.2% | +226.2% | +249.0% | +242.6% |
| All | +740.1% | +207.3% | +532.8% | +449.0% |
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