+214.8%
TER vs GM
+50.1%
+164.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.9% |
| 7D | +9.4% | -1.1% | +10.4% | +9.8% |
| 30D | -2.4% | -3.4% | +1.0% | -1.1% |
| 3M | +6.5% | +8.7% | -2.1% | +0.3% |
| 6M | +23.2% | +15.4% | +7.8% | +13.0% |
| YTD | +91.5% | +6.6% | +84.9% | +79.2% |
| 1Y | +214.8% | +51.5% | +163.3% | +181.5% |
| All | +214.8% | +50.1% | +164.7% | +181.5% |
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 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