+67.7%
FERG vs GD
+58.2%
+9.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | +2.7% | +7.1% | +8.6% |
| 30D | +15.0% | +8.6% | +6.4% | +11.2% |
| 3M | +3.8% | -7.1% | +10.8% | +6.9% |
| 6M | +10.6% | +7.5% | +3.2% | +6.8% |
| YTD | +17.0% | +9.9% | +7.1% | +11.0% |
| 1Y | +7.1% | +7.6% | -0.5% | +2.8% |
| 3Y | +67.7% | +56.2% | +11.5% | +43.1% |
| All | +67.7% | +58.2% | +9.6% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling