+4,189.7%
GD vs FDS
+10,727.5%
-6,537.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -3.9% | +6.4% | -10.3% | -5.2% |
| 30D | +8.1% | +25.2% | -17.1% | +3.0% |
| 3M | -6.8% | +22.9% | -29.7% | -11.1% |
| 6M | +3.0% | +56.5% | -53.5% | -7.5% |
| YTD | +7.8% | +19.0% | -11.2% | +1.8% |
| 1Y | +5.8% | +32.7% | -26.9% | -2.6% |
| 3Y | +55.3% | -20.4% | +75.7% | +58.1% |
| 5Y | +96.7% | -19.6% | +116.3% | +98.3% |
| 10Y | +195.4% | +148.5% | +46.9% | +136.6% |
| All | +4,189.7% | +10,727.5% | -6,537.8% | +2,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling