+430.3%
FERG vs GD
+180.8%
+249.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +7.2% | -1.9% | +9.1% | +7.8% |
| 30D | +17.9% | +10.9% | +7.0% | +14.8% |
| 3M | -1.3% | -6.8% | +5.5% | +0.5% |
| 6M | +8.3% | +7.0% | +1.3% | +6.2% |
| YTD | +18.3% | +11.1% | +7.2% | +14.6% |
| 1Y | +4.7% | +7.0% | -2.3% | +2.4% |
| 3Y | +70.3% | +59.9% | +10.4% | +50.9% |
| 5Y | +84.6% | +102.5% | -17.8% | +56.5% |
| 10Y | +430.3% | +174.0% | +256.3% | +329.8% |
| All | +430.3% | +180.8% | +249.5% | +329.8% |
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 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