-37.2%
FPS vs GD
+3.1%
-40.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -2.3% | -16.5% | -18.7% |
| 7D | -35.8% | -3.9% | -31.9% | -35.6% |
| 30D | -56.0% | +8.1% | -64.0% | -55.4% |
| 3M | -52.7% | -6.8% | -45.9% | -51.6% |
| 6M | -56.6% | +3.0% | -59.6% | -55.7% |
| All | -37.2% | +3.1% | -40.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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