+246.5%
GM vs FDS
+309.8%
-63.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.3% |
| 7D | +1.9% | -1.9% | +3.8% | +2.7% |
| 30D | -1.4% | +9.0% | -10.4% | -5.0% |
| 3M | +5.9% | +18.9% | -13.0% | -3.0% |
| 6M | +12.4% | +35.1% | -22.7% | -4.6% |
| YTD | +8.6% | +5.5% | +3.1% | +2.0% |
| 1Y | +52.6% | -16.8% | +69.4% | +59.1% |
| 3Y | +169.7% | -28.1% | +197.7% | +196.1% |
| 5Y | +87.5% | -17.4% | +105.0% | +88.8% |
| 10Y | +233.0% | +85.4% | +147.5% | +105.3% |
| All | +246.5% | +309.8% | -63.3% | +33.1% |
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 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