+211.6%
GM vs FN
+700.1%
-488.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | +1.2% |
| 7D | -0.2% | +0.3% | -0.4% | -0.4% |
| 30D | +3.6% | -16.5% | +20.1% | +6.0% |
| 3M | -0.2% | -42.1% | +41.9% | +9.0% |
| 6M | +13.9% | -52.9% | +66.8% | +27.9% |
| YTD | +6.5% | -28.0% | +34.4% | +4.5% |
| 1Y | +20.7% | -18.5% | +39.2% | +14.1% |
| 3Y | +229.5% | +93.9% | +135.6% | +120.8% |
| 5Y | +41.5% | +170.5% | -129.0% | -19.1% |
| All | +211.6% | +700.1% | -488.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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