+91.6%
GD vs FGI
-70.4%
+161.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -1.8% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | -6.4% | +65.4% | -71.8% | -6.9% |
| 3M | +5.7% | +23.5% | -17.8% | +5.4% |
| 6M | -0.9% | +60.5% | -61.5% | -1.7% |
| YTD | +8.2% | +30.0% | -21.8% | +7.4% |
| 1Y | +13.4% | +82.1% | -68.6% | +12.2% |
| 3Y | +68.5% | -4.4% | +72.9% | +68.0% |
| All | +91.6% | -70.4% | +161.9% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling