+75.8%
GM vs FDS
-29.0%
+104.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.4% | -14.0% | +11.6% | +1.1% |
| 30D | -1.1% | -6.2% | +5.1% | +0.2% |
| 3M | +6.1% | +10.2% | -4.0% | +2.9% |
| 6M | +15.0% | +27.4% | -12.5% | +5.1% |
| YTD | +6.0% | -9.3% | +15.2% | +8.2% |
| 1Y | +47.1% | -28.6% | +75.7% | +65.0% |
| 3Y | +170.5% | -36.8% | +207.3% | +212.5% |
| All | +75.8% | -29.0% | +104.8% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling