+57.7%
GEV vs FDS
-17.4%
+75.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -1.2% |
| 7D | +3.3% | -1.9% | +5.2% | +2.7% |
| 30D | -7.5% | +9.0% | -16.5% | -4.5% |
| 3M | -2.2% | +18.9% | -21.0% | +5.7% |
| 6M | +12.1% | +35.1% | -23.0% | +26.3% |
| YTD | +44.4% | +5.5% | +38.9% | +55.3% |
| 1Y | +57.7% | -16.8% | +74.5% | +66.9% |
| All | +57.7% | -17.4% | +75.0% | +66.9% |
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