+212.5%
GM vs FE
+123.7%
+88.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -3.4% | -0.3% | -3.2% | -3.3% |
| 30D | +2.7% | +3.9% | -1.2% | +1.4% |
| 3M | -0.4% | -0.1% | -0.3% | -0.4% |
| 6M | +13.3% | +6.1% | +7.2% | +11.0% |
| YTD | +6.8% | +8.1% | -1.3% | +3.7% |
| 1Y | +21.1% | +4.4% | +16.7% | +18.8% |
| 3Y | +231.0% | +49.0% | +182.0% | +183.0% |
| 5Y | +41.9% | +46.1% | -4.2% | +21.2% |
| All | +212.5% | +123.7% | +88.8% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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