+1,348.4%
FERG vs GD
+662.4%
+686.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.7% |
| 7D | 0.0% | -5.3% | +5.2% | +1.0% |
| 30D | -10.2% | -6.4% | -3.8% | -9.0% |
| 3M | -0.6% | +5.7% | -6.3% | -1.7% |
| 6M | -6.5% | -0.9% | -5.6% | -6.5% |
| YTD | +4.2% | +8.2% | -4.0% | +2.3% |
| 1Y | -2.3% | +13.4% | -15.7% | -4.8% |
| 3Y | +48.5% | +68.5% | -20.0% | +35.2% |
| 5Y | +72.0% | +97.2% | -25.1% | +53.6% |
| 10Y | +369.9% | +190.2% | +179.7% | +300.6% |
| All | +1,348.4% | +662.4% | +686.0% | +1,084.9% |
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 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