+193.3%
GM vs FND
+58.4%
+134.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.7% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -1.8% | -23.6% | +21.7% | +7.0% |
| 3M | +2.6% | +4.3% | -1.7% | -0.2% |
| 6M | +14.6% | -20.3% | +34.8% | +21.3% |
| YTD | +6.2% | -21.3% | +27.5% | +12.3% |
| 1Y | +48.7% | -45.4% | +94.0% | +76.7% |
| 3Y | +168.3% | -48.9% | +217.2% | +210.8% |
| 5Y | +82.8% | -61.0% | +143.8% | +120.0% |
| All | +193.3% | +58.4% | +134.8% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling