+51.3%
GEV vs FDS
-27.2%
+78.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.2% |
| 7D | +1.6% | -14.0% | +15.6% | -3.1% |
| 30D | -7.9% | -6.2% | -1.7% | -9.4% |
| 3M | +5.6% | +10.2% | -4.5% | +10.5% |
| 6M | +13.1% | +27.4% | -14.4% | +23.0% |
| YTD | +46.7% | -9.3% | +56.0% | +51.0% |
| 1Y | +51.3% | -28.6% | +79.9% | +58.3% |
| All | +51.3% | -27.2% | +78.5% | +58.3% |
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 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