+231.1%
GM vs FDS
+64.8%
+166.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -2.4% | -14.0% | +11.6% | +2.8% |
| 30D | -1.1% | -6.2% | +5.1% | +0.8% |
| 3M | +6.1% | +10.2% | -4.0% | +1.0% |
| 6M | +15.0% | +27.4% | -12.5% | +1.1% |
| YTD | +6.0% | -9.3% | +15.2% | +6.4% |
| 1Y | +47.1% | -28.6% | +75.7% | +63.4% |
| 3Y | +170.5% | -36.8% | +207.3% | +211.8% |
| 5Y | +80.5% | -28.6% | +109.1% | +92.9% |
| All | +231.1% | +64.8% | +166.3% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling