+43.2%
TER vs GM
+37.1%
+6.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.6% | -11.4% | -8.5% |
| 7D | -19.9% | +12.1% | -31.9% | -23.9% |
| 30D | -43.5% | +15.2% | -58.7% | -47.3% |
| 3M | -37.8% | +4.9% | -42.7% | -39.6% |
| 6M | -25.6% | +22.6% | -48.2% | -36.9% |
| YTD | +29.8% | +14.4% | +15.4% | +13.1% |
| 1Y | +43.2% | +39.4% | +3.8% | +5.8% |
| All | +43.2% | +37.1% | +6.1% | +5.8% |
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 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