+39.4%
GM vs FDS
+31.1%
+8.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +4.5% |
| 7D | +12.1% | +9.4% | +2.6% | +11.9% |
| 30D | +15.2% | +23.8% | -8.6% | +14.6% |
| 3M | +4.9% | +25.1% | -20.3% | +4.4% |
| 6M | +22.6% | +53.8% | -31.2% | +23.2% |
| YTD | +14.4% | +19.6% | -5.1% | +13.1% |
| 1Y | +39.4% | +31.6% | +7.8% | +34.1% |
| All | +39.4% | +31.1% | +8.3% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling