+47.1%
GM vs FND
-45.3%
+92.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | -5.8% | +3.3% | -0.8% |
| 30D | -1.1% | -20.2% | +19.1% | +5.1% |
| 3M | +6.1% | -12.0% | +18.1% | +9.0% |
| 6M | +15.0% | -18.5% | +33.5% | +19.5% |
| YTD | +6.0% | -22.3% | +28.2% | +12.1% |
| 1Y | +47.1% | -47.6% | +94.7% | +61.0% |
| All | +47.1% | -45.3% | +92.4% | +61.0% |
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