+90.9%
GD vs FGI
-70.3%
+161.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.9% | -11.6% | +7.7% | -3.8% |
| 30D | +8.1% | -3.3% | +11.4% | +8.1% |
| 3M | -6.8% | +65.6% | -72.3% | -7.2% |
| 6M | +3.0% | -2.8% | +5.8% | +2.7% |
| YTD | +7.8% | +30.1% | -22.4% | +7.0% |
| 1Y | +5.8% | +50.2% | -44.4% | +4.9% |
| 3Y | +55.3% | -0.4% | +55.7% | +54.7% |
| All | +90.9% | -70.3% | +161.2% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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