+5.8%
GD vs FIVE
+54.7%
-48.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +1.9% | -2.0% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | +8.1% | +14.9% | -6.9% | +6.9% |
| 3M | -6.8% | +7.6% | -14.4% | -7.5% |
| 6M | +3.0% | +6.4% | -3.4% | +2.2% |
| YTD | +7.8% | +28.1% | -20.3% | +2.6% |
| 1Y | +5.8% | +54.7% | -48.9% | -2.6% |
| All | +5.8% | +54.7% | -48.9% | -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