+170.5%
GM vs FTI
+267.9%
-97.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -2.4% | -4.4% | +1.9% | -1.8% |
| 30D | -1.1% | +1.5% | -2.6% | -1.4% |
| 3M | +6.1% | +8.2% | -2.1% | +4.5% |
| 6M | +15.0% | +18.8% | -3.9% | +10.6% |
| YTD | +6.0% | +71.7% | -65.7% | -5.1% |
| 1Y | +47.1% | +90.0% | -43.0% | +28.9% |
| 3Y | +170.5% | +270.5% | -100.0% | +114.8% |
| All | +170.5% | +267.9% | -97.4% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling