+230.7%
GM vs FTI
+190.1%
+40.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -1.1% | -2.3% | +1.2% | -0.4% |
| 30D | -4.6% | +5.0% | -9.6% | -6.1% |
| 3M | +0.2% | +13.8% | -13.6% | -4.4% |
| 6M | +12.6% | +22.9% | -10.3% | +4.0% |
| YTD | +3.7% | +75.0% | -71.3% | -14.8% |
| 1Y | +45.6% | +96.9% | -51.2% | +14.6% |
| 3Y | +162.0% | +276.7% | -114.8% | +59.7% |
| 5Y | +80.5% | +1,157.0% | -1,076.5% | -32.4% |
| 10Y | +231.3% | +310.7% | -79.4% | +49.6% |
| All | +230.7% | +190.1% | +40.6% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling