+7.7%
V vs GM
+52.7%
-45.0%
-17.2%
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% | -1.0% |
| 7D | -1.7% | +1.7% | -3.4% | -1.8% |
| 30D | +2.0% | -1.6% | +3.5% | +2.1% |
| 3M | +17.4% | +5.7% | +11.7% | +17.0% |
| 6M | +17.5% | +12.2% | +5.3% | +16.3% |
| YTD | +7.6% | +8.4% | -0.8% | +6.9% |
| 1Y | +7.7% | +52.3% | -44.6% | +2.1% |
| All | +7.7% | +52.7% | -45.0% | +2.1% |
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