+205.0%
GM vs FN
+101.0%
+104.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +11.7% | -15.2% | -4.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.7% |
| 30D | +6.4% | -34.3% | +40.7% | +10.1% |
| 3M | -0.7% | -39.9% | +39.2% | +3.2% |
| 6M | +9.9% | -51.8% | +61.8% | +16.3% |
| YTD | +6.7% | -28.1% | +34.8% | +5.8% |
| 1Y | +26.2% | -29.1% | +55.3% | +25.0% |
| 3Y | +205.0% | +102.4% | +102.6% | +126.4% |
| All | +205.0% | +101.0% | +104.0% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling