+1,397.3%
FANG vs GD
+640.2%
+757.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -0.5% |
| 7D | +0.8% | -5.3% | +6.0% | +4.8% |
| 30D | +7.6% | -6.4% | +14.0% | +12.9% |
| 3M | -1.3% | +5.7% | -7.0% | -6.6% |
| 6M | +14.7% | -0.9% | +15.6% | +12.9% |
| YTD | +34.8% | +8.2% | +26.6% | +23.2% |
| 1Y | +42.9% | +13.4% | +29.5% | +25.2% |
| 3Y | +43.8% | +68.5% | -24.7% | -11.6% |
| 5Y | +225.8% | +97.2% | +128.7% | +74.6% |
| 10Y | +171.9% | +190.2% | -18.3% | +10.9% |
| All | +1,397.3% | +640.2% | +757.1% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling