+174.0%
GD vs FE
+110.9%
+63.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | +10.9% | +4.3% | +6.6% | +9.4% |
| 3M | -6.8% | +0.4% | -7.1% | -6.9% |
| 6M | +7.0% | +6.9% | +0.1% | +4.5% |
| YTD | +11.1% | +8.0% | +3.1% | +8.0% |
| 1Y | +7.0% | +4.8% | +2.2% | +5.0% |
| 3Y | +59.9% | +49.0% | +11.0% | +38.0% |
| 5Y | +102.5% | +46.2% | +56.3% | +74.8% |
| 10Y | +174.0% | +120.9% | +53.2% | +130.9% |
| All | +174.0% | +110.9% | +63.2% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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