+526.6%
GEV vs FDS
-23.4%
+550.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.1% |
| 7D | +6.2% | -2.6% | +8.8% | +5.7% |
| 30D | -18.4% | +14.1% | -32.5% | -16.2% |
| 3M | -21.2% | +19.8% | -41.0% | -18.0% |
| 6M | -23.6% | +55.0% | -78.5% | -17.8% |
| YTD | +25.5% | +15.9% | +9.6% | +38.7% |
| 1Y | +42.6% | +24.2% | +18.4% | +54.6% |
| All | +526.6% | -23.4% | +550.0% | +641.0% |
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