+250.2%
GM vs FE
+162.4%
+87.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +7.2% | +4.3% | +2.9% | +5.7% |
| 3M | +1.0% | +0.4% | +0.6% | +0.9% |
| 6M | +13.0% | +6.9% | +6.1% | +10.4% |
| YTD | +9.8% | +8.0% | +1.8% | +6.7% |
| 1Y | +25.9% | +4.8% | +21.1% | +23.5% |
| 3Y | +240.4% | +49.0% | +191.5% | +192.9% |
| 5Y | +56.1% | +46.2% | +9.9% | +34.3% |
| 10Y | +226.7% | +120.9% | +105.8% | +146.9% |
| All | +250.2% | +162.4% | +87.8% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling