+1,260.2%
FANG vs GD
+660.0%
+600.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -1.0% | +0.6% | -1.7% | -1.6% |
| 30D | -7.2% | +9.5% | -16.7% | -13.5% |
| 3M | -9.8% | -5.8% | -3.9% | -6.0% |
| 6M | -6.7% | +7.7% | -14.4% | -13.5% |
| YTD | +22.4% | +11.1% | +11.4% | +9.4% |
| 1Y | +25.1% | +6.1% | +19.0% | +15.7% |
| 3Y | +28.1% | +59.8% | -31.7% | -17.3% |
| 5Y | +104.7% | +104.6% | +0.1% | +6.4% |
| 10Y | +149.3% | +170.6% | -21.3% | +5.7% |
| All | +1,260.2% | +660.0% | +600.2% | +245.5% |
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