+1,394.3%
FERG vs GD
+659.6%
+734.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.8% | -4.7% |
| 7D | -2.0% | -3.9% | +1.9% | -1.2% |
| 30D | +5.5% | +8.1% | -2.6% | +4.0% |
| 3M | -7.3% | -6.8% | -0.6% | -6.1% |
| 6M | -6.1% | +3.0% | -9.1% | -6.7% |
| YTD | +7.5% | +7.8% | -0.3% | +5.6% |
| 1Y | -3.9% | +5.8% | -9.7% | -5.2% |
| 3Y | +57.3% | +55.3% | +2.0% | +45.1% |
| 5Y | +68.9% | +96.7% | -27.8% | +50.9% |
| 10Y | +439.0% | +195.4% | +243.7% | +359.2% |
| All | +1,394.3% | +659.6% | +734.7% | +1,123.0% |
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