+51.3%
GEV vs FERG
+1.0%
+50.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +1.6% | -2.6% | +4.2% | +2.9% |
| 30D | -7.9% | -8.9% | +0.9% | -3.9% |
| 3M | +5.6% | -2.0% | +7.7% | +5.8% |
| 6M | +13.1% | -3.2% | +16.3% | +13.8% |
| YTD | +46.7% | +1.5% | +45.2% | +45.7% |
| 1Y | +51.3% | +0.5% | +50.8% | +52.7% |
| All | +51.3% | +1.0% | +50.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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