+350.2%
CG vs FDS
+238.5%
+111.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | +0.2% |
| 7D | -4.3% | -1.9% | -2.4% | -3.4% |
| 30D | -5.1% | +9.0% | -14.1% | -9.4% |
| 3M | +8.7% | +18.9% | -10.2% | -2.5% |
| 6M | -9.2% | +35.1% | -44.4% | -25.7% |
| YTD | -18.9% | +5.5% | -24.4% | -24.2% |
| 1Y | -25.6% | -16.8% | -8.8% | -21.6% |
| 3Y | +57.3% | -28.1% | +85.3% | +79.5% |
| 5Y | +10.2% | -17.4% | +27.6% | +16.5% |
| 10Y | +364.2% | +85.4% | +278.8% | +218.6% |
| All | +350.2% | +238.5% | +111.7% | +145.8% |
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