+280.5%
CG vs FDS
+267.5%
+13.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +1.2% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +5.0% | +20.2% | -15.2% | -4.5% |
| 3M | -18.2% | +19.9% | -38.1% | -26.0% |
| 6M | -20.7% | +56.2% | -76.9% | -39.8% |
| YTD | -31.4% | +14.6% | -46.0% | -39.0% |
| 1Y | -22.3% | +31.6% | -53.8% | -36.7% |
| 3Y | +50.2% | -23.8% | +74.0% | +65.9% |
| 5Y | -22.1% | -22.6% | +0.5% | -14.7% |
| 10Y | +295.5% | +139.3% | +156.2% | +140.1% |
| All | +280.5% | +267.5% | +13.0% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling