+484.0%
V vs GM
+205.9%
+278.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +9.0% | +3.6% | +5.4% | +7.7% |
| 3M | +16.7% | -0.2% | +17.0% | +16.3% |
| 6M | +33.4% | +13.9% | +19.5% | +27.3% |
| YTD | +22.4% | +6.5% | +15.9% | +18.2% |
| 1Y | +27.7% | +20.7% | +7.0% | +18.7% |
| 3Y | +78.0% | +229.5% | -151.5% | +15.9% |
| 5Y | +108.5% | +41.5% | +67.0% | +73.3% |
| All | +484.0% | +205.9% | +278.1% | +242.5% |
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