+47.4%
TER vs GM
+20.2%
+27.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +14.4% | -0.2% | +14.5% | +14.6% |
| 30D | -30.6% | +3.6% | -34.1% | -31.9% |
| 3M | -39.2% | -0.2% | -38.9% | -39.8% |
| 6M | -31.3% | +13.9% | -45.2% | -39.6% |
| YTD | +29.1% | +6.5% | +22.6% | +16.3% |
| 1Y | +47.4% | +20.7% | +26.8% | +23.3% |
| All | +47.4% | +20.2% | +27.2% | +23.3% |
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