+995.4%
TER vs GM
+205.9%
+789.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +14.4% | -0.2% | +14.5% | +14.6% |
| 30D | -30.6% | +3.6% | -34.1% | -32.2% |
| 3M | -39.2% | -0.2% | -38.9% | -40.1% |
| 6M | -31.3% | +13.9% | -45.2% | -36.7% |
| YTD | +29.1% | +6.5% | +22.6% | +22.9% |
| 1Y | +47.4% | +20.7% | +26.8% | +32.4% |
| 3Y | +191.2% | +229.5% | -38.2% | +55.4% |
| 5Y | +74.0% | +41.5% | +32.5% | +33.5% |
| All | +995.4% | +205.9% | +789.5% | +488.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling