+177.5%
FANG vs GD
+188.9%
-11.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.3% |
| 7D | -0.4% | -3.1% | +2.7% | +2.1% |
| 30D | +2.4% | -10.9% | +13.3% | +11.9% |
| 3M | +4.9% | +2.5% | +2.4% | +1.5% |
| 6M | +12.0% | -1.7% | +13.7% | +10.9% |
| YTD | +37.1% | +6.1% | +31.0% | +26.4% |
| 1Y | +52.3% | +11.7% | +40.6% | +33.8% |
| 3Y | +45.0% | +71.8% | -26.8% | -16.0% |
| 5Y | +231.0% | +92.2% | +138.8% | +70.9% |
| 10Y | +177.5% | +192.2% | -14.7% | +6.7% |
| All | +177.5% | +188.9% | -11.4% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling