+177.4%
GD vs FDS
+135.1%
+42.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | -3.0% | -5.0% | +1.9% | -1.6% |
| 30D | +9.3% | +13.8% | -4.5% | +4.9% |
| 3M | -7.2% | +14.8% | -22.0% | -11.7% |
| 6M | +5.5% | +47.4% | -41.9% | -8.8% |
| YTD | +9.5% | +14.2% | -4.7% | +2.3% |
| 1Y | +6.4% | +26.6% | -20.2% | -4.8% |
| 3Y | +59.8% | -24.4% | +84.3% | +71.3% |
| 5Y | +98.0% | -22.6% | +120.6% | +106.0% |
| 10Y | +177.4% | +130.0% | +47.4% | +88.7% |
| All | +177.4% | +135.1% | +42.3% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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