+632.4%
GEV vs FERG
+4.7%
+627.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | +5.6% | -2.0% | +7.7% | +6.1% |
| 6M | +13.1% | -3.2% | +16.3% | +14.1% |
| YTD | +46.7% | +1.5% | +45.2% | +44.5% |
| 1Y | +51.3% | +0.5% | +50.8% | +49.2% |
| All | +632.4% | +4.7% | +627.7% | +567.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling