+372.9%
GM vs FANG
+1,412.9%
-1,040.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.4% | +2.9% | -5.3% | -3.2% |
| 30D | -1.1% | +2.6% | -3.7% | -1.9% |
| 3M | +6.1% | +7.6% | -1.5% | +3.6% |
| 6M | +15.0% | +17.3% | -2.4% | +8.5% |
| YTD | +6.0% | +38.7% | -32.7% | -4.7% |
| 1Y | +47.1% | +51.6% | -4.6% | +28.6% |
| 3Y | +170.5% | +50.0% | +120.5% | +133.2% |
| 5Y | +80.5% | +237.6% | -157.1% | +22.6% |
| 10Y | +238.7% | +180.7% | +58.0% | +92.4% |
| All | +372.9% | +1,412.9% | -1,040.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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