+514.9%
GEV vs FDS
-23.2%
+538.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.8% |
| 7D | +3.7% | +1.5% | +2.3% | +4.1% |
| 30D | -14.7% | +14.8% | -29.5% | -12.2% |
| 3M | -23.4% | +16.3% | -39.7% | -20.6% |
| 6M | -24.3% | +66.2% | -90.6% | -18.5% |
| YTD | +23.2% | +16.2% | +6.9% | +36.2% |
| 1Y | +44.2% | +21.8% | +22.4% | +57.4% |
| All | +514.9% | -23.2% | +538.0% | +627.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling