+238.0%
GM vs FERG
+971.8%
-733.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -2.4% | -2.6% | +0.1% | -1.9% |
| 30D | -1.1% | -8.9% | +7.8% | +0.7% |
| 3M | +6.1% | -2.0% | +8.2% | +6.4% |
| 6M | +15.0% | -3.2% | +18.2% | +15.4% |
| YTD | +6.0% | +1.5% | +4.5% | +5.4% |
| 1Y | +47.1% | +0.5% | +46.6% | +46.1% |
| 3Y | +170.5% | +50.4% | +120.1% | +148.0% |
| 5Y | +80.5% | +68.7% | +11.8% | +61.1% |
| 10Y | +238.7% | +351.3% | -112.6% | +177.3% |
| All | +238.0% | +971.8% | -733.7% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling