+1.3%
U vs GM
+50.1%
-48.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.7% |
| 7D | +5.5% | -2.4% | +8.0% | +6.2% |
| 30D | -1.3% | -1.1% | -0.2% | -1.0% |
| 3M | +64.6% | +6.1% | +58.5% | +61.0% |
| 6M | +119.4% | +15.0% | +104.4% | +109.1% |
| YTD | -0.5% | +6.0% | -6.5% | -1.5% |
| 1Y | +1.3% | +47.1% | -45.8% | -11.4% |
| All | +1.3% | +50.1% | -48.8% | -11.4% |
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