+85.3%
TER vs GM
+50.6%
+34.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.2% |
| 7D | +5.9% | -3.8% | +9.7% | +8.3% |
| 30D | -30.8% | +7.9% | -38.7% | -33.9% |
| 3M | -29.9% | -0.3% | -29.7% | -31.1% |
| 6M | -27.5% | +18.6% | -46.0% | -35.2% |
| YTD | +37.5% | +10.0% | +27.4% | +27.7% |
| 1Y | +50.3% | +25.9% | +24.4% | +30.1% |
| 3Y | +204.9% | +241.2% | -36.3% | +42.7% |
| All | +85.3% | +50.6% | +34.7% | +29.4% |
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