+643.2%
GEV vs FDS
-33.3%
+676.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +2.4% |
| 7D | +8.1% | -5.4% | +13.5% | +7.1% |
| 30D | -1.9% | +1.6% | -3.5% | -1.5% |
| 3M | +4.1% | +17.7% | -13.7% | +7.8% |
| 6M | +23.2% | +29.1% | -5.9% | +28.6% |
| YTD | +48.9% | +1.0% | +47.9% | +59.4% |
| 1Y | +62.2% | -21.6% | +83.8% | +86.4% |
| All | +643.2% | -33.3% | +676.5% | +751.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling