+65.0%
FERG vs GD
+94.5%
-29.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -2.1% | -5.0% | +2.9% | +0.1% |
| 30D | +8.7% | +8.9% | -0.3% | +4.7% |
| 3M | -7.4% | -8.0% | +0.6% | -4.1% |
| 6M | -6.6% | +2.9% | -9.5% | -8.2% |
| YTD | +6.6% | +7.1% | -0.5% | +2.2% |
| 1Y | -3.6% | +5.9% | -9.5% | -7.0% |
| 3Y | +56.4% | +53.9% | +2.5% | +25.5% |
| All | +65.0% | +94.5% | -29.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling