+627.7%
GEV vs FERG
+5.0%
+622.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.4% |
| 7D | +3.2% | +0.9% | +2.3% | +2.7% |
| 30D | -4.0% | -15.1% | +11.0% | +3.7% |
| 3M | +3.4% | -4.8% | +8.2% | +5.5% |
| 6M | +14.7% | -2.5% | +17.2% | +15.3% |
| YTD | +45.8% | +1.8% | +44.0% | +43.3% |
| 1Y | +57.4% | -0.3% | +57.7% | +55.7% |
| All | +627.7% | +5.0% | +622.7% | +562.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling