+229.5%
GM vs FN
+96.4%
+133.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | +0.4% |
| 7D | -0.2% | +0.3% | -0.4% | -0.3% |
| 30D | +3.6% | -16.5% | +20.1% | +4.8% |
| 3M | -0.2% | -42.1% | +41.9% | +4.2% |
| 6M | +13.9% | -52.9% | +66.8% | +21.0% |
| YTD | +6.5% | -28.0% | +34.4% | +5.5% |
| 1Y | +20.7% | -18.5% | +39.2% | +17.3% |
| 3Y | +229.5% | +93.9% | +135.6% | +135.0% |
| All | +229.5% | +96.4% | +133.1% | +135.0% |
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