+97.2%
GD vs FDS
-17.4%
+114.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.1% |
| 7D | -5.3% | -1.9% | -3.4% | -4.9% |
| 30D | -6.4% | +9.0% | -15.4% | -8.1% |
| 3M | +5.7% | +18.9% | -13.2% | +1.5% |
| 6M | -0.9% | +35.1% | -36.1% | -8.3% |
| YTD | +8.2% | +5.5% | +2.7% | +6.3% |
| 1Y | +13.4% | -16.8% | +30.2% | +19.1% |
| 3Y | +68.5% | -28.1% | +96.6% | +83.3% |
| All | +97.2% | -17.4% | +114.6% | +102.0% |
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