+215.1%
GM vs FN
+850.1%
-635.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.6% | -0.9% |
| 7D | -3.8% | +8.0% | -11.8% | -5.8% |
| 30D | +7.9% | -19.1% | +27.1% | +11.3% |
| 3M | -0.3% | -29.8% | +29.5% | +4.6% |
| 6M | +18.6% | -43.2% | +61.8% | +27.7% |
| YTD | +10.0% | -18.9% | +29.0% | +5.5% |
| 1Y | +25.9% | -17.9% | +43.8% | +19.4% |
| 3Y | +241.2% | +120.1% | +121.1% | +122.8% |
| 5Y | +50.0% | +206.7% | -156.7% | -16.3% |
| 10Y | +215.1% | +804.7% | -589.6% | +27.8% |
| All | +215.1% | +850.1% | -635.0% | +27.8% |
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