+87.9%
GM vs FN
+289.0%
-201.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | +1.9% | -1.7% | +3.6% | +2.2% |
| 30D | -1.4% | -22.0% | +20.6% | +1.9% |
| 3M | +5.9% | -43.0% | +48.9% | +14.5% |
| 6M | +12.4% | -27.7% | +40.1% | +14.3% |
| YTD | +8.6% | -10.5% | +19.2% | +4.8% |
| 1Y | +52.6% | +12.5% | +40.1% | +38.8% |
| 3Y | +169.7% | +153.8% | +15.9% | +81.4% |
| All | +87.9% | +289.0% | -201.1% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling