+5.9%
GD vs FIVE
+55.9%
-49.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +8.9% | +17.7% | -8.7% | +7.6% |
| 3M | -8.0% | +4.0% | -12.0% | -8.5% |
| 6M | +2.9% | +2.6% | +0.3% | +2.6% |
| YTD | +7.1% | +27.6% | -20.5% | +2.0% |
| 1Y | +5.9% | +59.9% | -54.0% | -2.6% |
| All | +5.9% | +55.9% | -49.9% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling