+48.7%
GM vs FN
+11.2%
+37.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | +0.4% | +3.5% | -3.1% | +0.2% |
| 30D | -1.8% | -26.0% | +24.1% | -0.5% |
| 3M | +2.6% | -33.3% | +35.9% | +4.8% |
| 6M | +14.6% | -14.9% | +29.5% | +13.9% |
| YTD | +6.2% | -8.6% | +14.8% | +5.4% |
| 1Y | +48.7% | +12.3% | +36.4% | +47.9% |
| All | +48.7% | +11.2% | +37.5% | +47.9% |
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