-39.0%
U vs GM
+187.5%
-226.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | -3.8% | +1.9% | -5.7% | -4.9% |
| 30D | +17.5% | -1.4% | +18.8% | +18.1% |
| 3M | +38.7% | +5.9% | +32.8% | +33.1% |
| 6M | +104.4% | +12.4% | +92.0% | +87.1% |
| YTD | -5.7% | +8.6% | -14.3% | -12.3% |
| 1Y | +3.7% | +52.6% | -48.9% | -23.4% |
| 3Y | +12.3% | +169.7% | -157.3% | -47.1% |
| 5Y | -68.8% | +87.5% | -156.4% | -82.5% |
| All | -39.0% | +187.5% | -226.5% | -62.3% |
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