+229.5%
GM vs FDS
-23.3%
+252.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -0.2% | +1.5% | -1.6% | -0.3% |
| 30D | +3.6% | +14.8% | -11.3% | +2.1% |
| 3M | -0.2% | +16.3% | -16.5% | -1.9% |
| 6M | +13.9% | +66.2% | -52.3% | +7.5% |
| YTD | +6.5% | +16.2% | -9.8% | +6.1% |
| 1Y | +20.7% | +21.8% | -1.2% | +18.5% |
| 3Y | +229.5% | -23.9% | +253.4% | +269.6% |
| All | +229.5% | -23.3% | +252.7% | +269.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling