+174.0%
GD vs FIVE
+562.8%
-388.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.9% | +7.3% | -9.2% | -3.0% |
| 30D | +10.9% | +18.1% | -7.1% | +8.1% |
| 3M | -6.8% | +7.7% | -14.5% | -8.1% |
| 6M | +7.0% | +13.6% | -6.6% | +4.2% |
| YTD | +11.1% | +34.6% | -23.5% | +5.0% |
| 1Y | +7.0% | +66.2% | -59.2% | -2.3% |
| 3Y | +59.9% | +43.5% | +16.5% | +44.3% |
| 5Y | +102.5% | +20.7% | +81.8% | +83.5% |
| 10Y | +174.0% | +541.5% | -367.4% | +90.0% |
| All | +174.0% | +562.8% | -388.7% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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