+39.4%
GM vs FERG
+3.8%
+35.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +3.6% |
| 7D | +12.1% | +7.7% | +4.4% | +9.2% |
| 30D | +15.2% | +11.5% | +3.7% | +10.9% |
| 3M | +4.9% | -2.4% | +7.3% | +5.4% |
| 6M | +22.6% | -4.0% | +26.6% | +23.7% |
| YTD | +14.4% | +13.4% | +1.1% | +9.0% |
| 1Y | +39.4% | +3.1% | +36.3% | +35.2% |
| All | +39.4% | +3.8% | +35.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling