+3,230.4%
TER vs GM
+238.5%
+2,992.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +0.6% | +1.9% | -1.3% | -0.4% |
| 30D | -8.3% | -1.4% | -6.9% | -7.9% |
| 3M | -12.2% | +5.9% | -18.1% | -15.0% |
| 6M | +17.1% | +12.4% | +4.7% | +10.5% |
| YTD | +84.7% | +8.6% | +76.0% | +76.6% |
| 1Y | +199.9% | +52.6% | +147.3% | +140.3% |
| 3Y | +232.8% | +169.7% | +63.1% | +94.0% |
| 5Y | +198.6% | +87.5% | +111.0% | +101.9% |
| 10Y | +1,669.7% | +233.0% | +1,436.8% | +684.8% |
| All | +3,230.4% | +238.5% | +2,992.0% | +1,250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling