-35.1%
TLT vs GM
+84.5%
-119.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | -1.3% | -3.4% | +2.1% | -1.3% |
| 3M | -3.7% | +8.7% | -12.4% | -3.8% |
| 6M | -6.4% | +15.4% | -21.8% | -6.5% |
| YTD | -4.5% | +6.6% | -11.1% | -4.6% |
| 1Y | -5.9% | +51.5% | -57.3% | -6.1% |
| 3Y | -2.8% | +169.3% | -172.2% | -3.2% |
| 5Y | -35.1% | +81.6% | -116.6% | -36.3% |
| All | -35.1% | +84.5% | -119.6% | -36.3% |
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 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