+239.5%
GM vs FDS
+351.5%
-112.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.2% | +1.5% | -1.6% | -0.8% |
| 30D | +3.6% | +14.8% | -11.3% | -2.4% |
| 3M | -0.2% | +16.3% | -16.5% | -7.1% |
| 6M | +13.9% | +66.2% | -52.3% | -11.0% |
| YTD | +6.5% | +16.2% | -9.8% | -4.6% |
| 1Y | +20.7% | +21.8% | -1.2% | +5.3% |
| 3Y | +229.5% | -23.9% | +253.4% | +253.1% |
| 5Y | +41.5% | -23.1% | +64.6% | +48.6% |
| 10Y | +204.8% | +128.7% | +76.1% | +68.9% |
| All | +239.5% | +351.5% | -112.0% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling