+434.6%
FERG vs GD
+190.6%
+244.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.1% | -5.0% | +2.9% | -0.7% |
| 30D | +8.7% | +8.9% | -0.3% | +6.2% |
| 3M | -7.4% | -8.0% | +0.6% | -5.4% |
| 6M | -6.6% | +2.9% | -9.5% | -7.5% |
| YTD | +6.6% | +7.1% | -0.5% | +4.2% |
| 1Y | -3.6% | +5.9% | -9.5% | -5.5% |
| 3Y | +56.4% | +53.9% | +2.5% | +39.6% |
| 5Y | +67.5% | +95.4% | -27.9% | +42.7% |
| All | +434.6% | +190.6% | +244.0% | +286.3% |
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