+246.5%
GM vs FN
+2,309.2%
-2,062.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.2% |
| 7D | +1.9% | -1.7% | +3.6% | +2.3% |
| 30D | -1.4% | -22.0% | +20.6% | +2.7% |
| 3M | +5.9% | -43.0% | +48.9% | +16.1% |
| 6M | +12.4% | -27.7% | +40.1% | +15.0% |
| YTD | +8.6% | -10.5% | +19.2% | +4.9% |
| 1Y | +52.6% | +12.5% | +40.1% | +38.6% |
| 3Y | +169.7% | +153.8% | +15.9% | +88.8% |
| 5Y | +87.5% | +288.0% | -200.5% | +15.1% |
| 10Y | +233.0% | +906.4% | -673.5% | +62.2% |
| All | +246.5% | +2,309.2% | -2,062.7% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling