+228.2%
TER vs GM
+78.5%
+149.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +4.4% |
| 7D | +12.4% | -1.1% | +13.5% | +12.8% |
| 30D | +5.1% | -4.6% | +9.7% | +7.3% |
| 3M | +4.0% | +0.2% | +3.8% | +3.1% |
| 6M | +29.5% | +12.6% | +16.9% | +21.4% |
| YTD | +98.5% | +3.7% | +94.8% | +93.1% |
| 1Y | +234.1% | +45.6% | +188.5% | +170.7% |
| 3Y | +289.0% | +162.0% | +127.1% | +119.5% |
| 5Y | +228.2% | +80.5% | +147.7% | +105.2% |
| All | +228.2% | +78.5% | +149.6% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling