-35.7%
U vs GM
+180.5%
-216.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.8% |
| 7D | +5.5% | -2.4% | +8.0% | +7.0% |
| 30D | -1.3% | -1.1% | -0.2% | -0.8% |
| 3M | +64.6% | +6.1% | +58.5% | +57.4% |
| 6M | +119.4% | +15.0% | +104.4% | +97.6% |
| YTD | -0.5% | +6.0% | -6.5% | -6.2% |
| 1Y | +1.3% | +47.1% | -45.8% | -23.6% |
| 3Y | +15.6% | +170.5% | -154.9% | -45.8% |
| 5Y | -67.5% | +80.5% | -148.0% | -81.5% |
| All | -35.7% | +180.5% | -216.1% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling