+1,802.9%
TER vs GM
+242.0%
+1,560.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.9% |
| 7D | +9.4% | -1.1% | +10.4% | +9.7% |
| 30D | -2.4% | -3.4% | +1.0% | -1.3% |
| 3M | +6.5% | +8.7% | -2.1% | +1.7% |
| 6M | +23.2% | +15.4% | +7.8% | +14.8% |
| YTD | +91.5% | +6.6% | +84.9% | +84.6% |
| 1Y | +214.8% | +51.5% | +163.3% | +155.0% |
| 3Y | +275.3% | +169.3% | +106.0% | +123.5% |
| 5Y | +211.9% | +81.6% | +130.4% | +116.5% |
| All | +1,802.9% | +242.0% | +1,560.9% | +843.5% |
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