+188.7%
GD vs FE
+115.1%
+73.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.3% | +1.9% | -7.2% | -5.8% |
| 30D | -6.4% | -1.2% | -5.3% | -6.1% |
| 3M | +5.7% | +3.5% | +2.2% | +4.4% |
| 6M | -0.9% | -6.1% | +5.1% | +0.8% |
| YTD | +8.2% | +7.6% | +0.5% | +5.3% |
| 1Y | +13.4% | +11.9% | +1.5% | +8.9% |
| 3Y | +68.5% | +48.4% | +20.1% | +45.9% |
| 5Y | +97.2% | +44.8% | +52.4% | +71.2% |
| All | +188.7% | +115.1% | +73.6% | +142.8% |
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