+52.3%
GM vs FND
-36.4%
+88.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +1.7% | -5.2% | +7.0% | +3.1% |
| 30D | -1.6% | -19.9% | +18.3% | +4.4% |
| 3M | +5.7% | +2.7% | +3.0% | +3.5% |
| 6M | +12.2% | -21.7% | +33.8% | +17.9% |
| YTD | +8.4% | -17.5% | +25.9% | +12.8% |
| 1Y | +52.3% | -39.3% | +91.6% | +67.2% |
| All | +52.3% | -36.4% | +88.7% | +67.2% |
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