+42.9%
FANG vs GD
+13.1%
+29.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.8% |
| 7D | +0.8% | -5.3% | +6.0% | +0.9% |
| 30D | +7.6% | -6.4% | +14.0% | +7.7% |
| 3M | -1.3% | +5.7% | -7.0% | -2.1% |
| 6M | +14.7% | -0.9% | +15.6% | +16.0% |
| YTD | +34.8% | +8.2% | +26.6% | +32.3% |
| 1Y | +42.9% | +13.4% | +29.5% | +40.8% |
| All | +42.9% | +13.1% | +29.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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