+620.7%
GEV vs FDS
-30.3%
+651.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.6% |
| 7D | +3.3% | -1.9% | +5.2% | +3.0% |
| 30D | -7.5% | +9.0% | -16.5% | -6.0% |
| 3M | -2.2% | +18.9% | -21.0% | +1.8% |
| 6M | +12.1% | +35.1% | -23.0% | +17.8% |
| YTD | +44.4% | +5.5% | +38.9% | +55.6% |
| 1Y | +57.7% | -16.8% | +74.5% | +81.4% |
| All | +620.7% | -30.3% | +651.0% | +731.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling