+107.2%
V vs GM
+50.2%
+56.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +9.9% | +7.2% | +2.7% | +8.2% |
| 3M | +17.5% | +1.0% | +16.5% | +16.9% |
| 6M | +33.5% | +13.0% | +20.4% | +29.0% |
| YTD | +21.6% | +9.8% | +11.8% | +17.7% |
| 1Y | +27.6% | +25.9% | +1.7% | +19.3% |
| 3Y | +76.4% | +240.4% | -164.0% | +21.1% |
| All | +107.2% | +50.2% | +56.9% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling