+69.6%
V vs GM
+84.5%
-15.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.7% |
| 7D | -3.0% | -1.1% | -2.0% | -2.8% |
| 30D | +1.2% | -3.4% | +4.6% | +1.9% |
| 3M | +13.9% | +8.7% | +5.2% | +11.5% |
| 6M | +17.2% | +15.4% | +1.8% | +12.6% |
| YTD | +5.3% | +6.6% | -1.3% | +2.8% |
| 1Y | +9.5% | +51.5% | -42.0% | -2.5% |
| 3Y | +51.9% | +169.3% | -117.4% | +11.6% |
| 5Y | +69.6% | +81.6% | -12.0% | +32.0% |
| All | +69.6% | +84.5% | -15.0% | +32.0% |
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