+3.6%
GOOG vs FDS
+31.1%
-27.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.4% | +3.3% |
| 7D | -10.7% | +9.4% | -20.2% | -10.6% |
| 30D | -16.4% | +23.8% | -40.2% | -16.4% |
| 3M | -23.4% | +25.1% | -48.5% | -23.4% |
| 6M | -24.2% | +53.8% | -78.0% | -23.5% |
| YTD | -8.3% | +19.6% | -27.8% | -8.7% |
| 1Y | +3.6% | +31.6% | -28.1% | +7.0% |
| All | +3.6% | +31.1% | -27.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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