+2,995.3%
GD vs FE
+566.1%
+2,429.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | +8.1% | +6.4% | +1.7% | +5.8% |
| 3M | -6.8% | -0.5% | -6.3% | -6.7% |
| 6M | +3.0% | +4.7% | -1.7% | +1.3% |
| YTD | +7.8% | +8.4% | -0.6% | +4.5% |
| 1Y | +5.8% | +7.2% | -1.4% | +3.0% |
| 3Y | +55.3% | +44.9% | +10.4% | +35.1% |
| 5Y | +96.7% | +46.3% | +50.4% | +69.4% |
| 10Y | +195.4% | +110.3% | +85.1% | +116.0% |
| All | +2,995.3% | +566.1% | +2,429.2% | +1,354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling