+39.4%
GM vs FND
-10.3%
+49.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.9% | -6.3% | +1.4% |
| 7D | +12.1% | +12.3% | -0.3% | +8.1% |
| 30D | +15.2% | +14.7% | +0.5% | +10.3% |
| 3M | +4.9% | -12.0% | +16.9% | +8.0% |
| 6M | +22.6% | +10.8% | +11.9% | +16.6% |
| YTD | +14.4% | -12.3% | +26.7% | +17.2% |
| 1Y | +39.4% | -13.4% | +52.8% | +42.8% |
| All | +39.4% | -10.3% | +49.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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