+44.2%
GEV vs FDS
+25.7%
+18.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.8% |
| 7D | +3.7% | +1.5% | +2.3% | +4.4% |
| 30D | -14.7% | +14.8% | -29.5% | -9.4% |
| 3M | -23.4% | +16.3% | -39.7% | -17.5% |
| 6M | -24.3% | +66.2% | -90.6% | -5.9% |
| YTD | +23.2% | +16.2% | +6.9% | +34.1% |
| 1Y | +44.2% | +21.8% | +22.4% | +65.1% |
| All | +44.2% | +25.7% | +18.6% | +65.1% |
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