+10.7%
U vs GM
+168.3%
-157.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.4% |
| 7D | 0.0% | -1.1% | +1.0% | +0.4% |
| 30D | -4.1% | -3.4% | -0.7% | -2.7% |
| 3M | +57.8% | +8.7% | +49.1% | +50.8% |
| 6M | +103.5% | +15.4% | +88.1% | +87.7% |
| YTD | -4.8% | +6.6% | -11.4% | -8.8% |
| 1Y | -2.4% | +51.5% | -53.9% | -23.0% |
| All | +10.7% | +168.3% | -157.6% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling