-25.8%
CG vs FDS
-21.1%
-4.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.5% |
| 7D | -1.3% | -5.4% | +4.1% | -0.4% |
| 30D | -3.2% | +1.6% | -4.7% | -3.4% |
| 3M | +6.2% | +17.7% | -11.5% | +3.8% |
| 6M | -4.7% | +29.1% | -33.7% | -8.7% |
| YTD | -20.6% | +1.0% | -21.6% | -22.8% |
| All | -25.8% | -21.1% | -4.7% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling