+2,353.8%
V vs GM
+232.6%
+2,121.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | +0.2% |
| 7D | -0.4% | -3.4% | +3.1% | +0.6% |
| 30D | +6.3% | +2.7% | +3.6% | +5.3% |
| 3M | +17.2% | -0.4% | +17.5% | +16.7% |
| 6M | +29.2% | +13.3% | +15.9% | +23.3% |
| YTD | +20.8% | +6.8% | +14.0% | +16.4% |
| 1Y | +25.0% | +21.1% | +3.9% | +15.8% |
| 3Y | +75.3% | +231.0% | -155.8% | +13.4% |
| 5Y | +105.8% | +41.9% | +63.9% | +69.7% |
| 10Y | +451.9% | +205.7% | +246.2% | +213.7% |
| All | +2,353.8% | +232.6% | +2,121.1% | +1,184.6% |
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 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