+96.7%
GD vs FIVE
+15.3%
+81.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +1.9% | -2.0% |
| 7D | -3.9% | -1.7% | -2.2% | -3.8% |
| 30D | +8.1% | +14.9% | -6.9% | +6.8% |
| 3M | -6.8% | +7.6% | -14.4% | -7.5% |
| 6M | +3.0% | +6.4% | -3.4% | +2.1% |
| YTD | +7.8% | +28.1% | -20.3% | +5.0% |
| 1Y | +5.8% | +54.7% | -48.9% | +1.4% |
| 3Y | +55.3% | +36.1% | +19.3% | +49.2% |
| 5Y | +96.7% | +14.9% | +81.8% | +89.4% |
| All | +96.7% | +15.3% | +81.4% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling