+35.1%
TLT vs GM
+238.5%
-203.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -0.4% | +1.9% | -2.4% | -0.3% |
| 30D | -0.6% | -1.4% | +0.8% | -0.7% |
| 3M | -2.7% | +5.9% | -8.6% | -2.2% |
| 6M | -5.6% | +12.4% | -18.0% | -4.5% |
| YTD | -2.8% | +8.6% | -11.4% | -1.8% |
| 1Y | -1.4% | +52.6% | -54.1% | +3.0% |
| 3Y | -1.6% | +169.7% | -171.2% | +10.3% |
| 5Y | -33.8% | +87.5% | -121.4% | -28.0% |
| 10Y | -21.1% | +233.0% | -254.1% | -1.3% |
| All | +35.1% | +238.5% | -203.4% | +91.8% |
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