+93.8%
GD vs FDS
-22.8%
+116.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.1% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +8.9% | +20.2% | -11.3% | +4.9% |
| 3M | -8.0% | +19.9% | -27.9% | -11.7% |
| 6M | +2.9% | +56.2% | -53.3% | -7.7% |
| YTD | +7.1% | +14.6% | -7.5% | +3.2% |
| 1Y | +5.9% | +31.6% | -25.7% | -2.3% |
| 3Y | +53.9% | -23.8% | +77.7% | +66.0% |
| All | +93.8% | -22.8% | +116.6% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling