+25.9%
GM vs FN
-24.2%
+50.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.9% |
| 7D | +0.4% | -4.1% | +4.5% | +0.5% |
| 30D | +7.2% | -28.3% | +35.5% | +8.7% |
| 3M | +1.0% | -33.9% | +34.9% | +2.6% |
| 6M | +13.0% | -43.9% | +56.9% | +16.0% |
| YTD | +9.8% | -23.4% | +33.2% | +9.2% |
| 1Y | +25.9% | -25.4% | +51.3% | +25.4% |
| All | +25.9% | -24.2% | +50.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling