+2,085.6%
V vs GM
+238.5%
+1,847.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.7% | +1.9% | -3.6% | -2.3% |
| 30D | +2.0% | -1.4% | +3.3% | +2.3% |
| 3M | +17.4% | +5.9% | +11.5% | +14.9% |
| 6M | +17.5% | +12.4% | +5.1% | +12.4% |
| YTD | +7.6% | +8.6% | -1.0% | +3.6% |
| 1Y | +7.7% | +52.6% | -44.9% | -7.1% |
| 3Y | +54.7% | +169.7% | -115.0% | +7.3% |
| 5Y | +73.0% | +87.5% | -14.5% | +30.4% |
| 10Y | +390.9% | +233.0% | +157.9% | +172.2% |
| All | +2,085.6% | +238.5% | +1,847.2% | +1,043.1% |
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 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