+199.8%
TER vs GM
+52.7%
+147.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.1% |
| 7D | +0.6% | +1.7% | -1.1% | -0.3% |
| 30D | -8.3% | -1.6% | -6.7% | -7.8% |
| 3M | -12.2% | +5.7% | -17.9% | -15.8% |
| 6M | +17.0% | +12.2% | +4.9% | +8.1% |
| YTD | +84.6% | +8.4% | +76.2% | +71.6% |
| 1Y | +199.8% | +52.3% | +147.5% | +166.7% |
| All | +199.8% | +52.7% | +147.1% | +166.7% |
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