+606.9%
GEV vs FDS
-39.3%
+646.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.8% | +3.0% | -3.8% |
| 7D | -1.9% | -16.0% | +14.1% | -4.6% |
| 30D | -8.7% | -6.7% | -2.0% | -9.5% |
| 3M | +6.6% | +6.0% | +0.6% | +8.6% |
| 6M | +10.2% | +25.1% | -14.9% | +13.0% |
| YTD | +41.6% | -8.1% | +49.8% | +49.3% |
| 1Y | +43.9% | -26.0% | +69.9% | +60.9% |
| All | +606.9% | -39.3% | +646.2% | +697.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling