+3.7%
U vs GM
+52.7%
-49.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -3.8% | +1.7% | -5.5% | -4.3% |
| 30D | +17.5% | -1.6% | +19.0% | +17.8% |
| 3M | +38.7% | +5.7% | +33.0% | +36.1% |
| 6M | +104.4% | +12.2% | +92.3% | +96.8% |
| YTD | -5.7% | +8.4% | -14.1% | -7.2% |
| 1Y | +3.7% | +52.3% | -48.6% | -9.5% |
| All | +3.7% | +52.7% | -49.0% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling