+659.0%
GD vs FIVE
+867.4%
-208.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.3% | -3.5% |
| 7D | +3.0% | +7.5% | -4.5% | +1.9% |
| 30D | +10.5% | +16.7% | -6.2% | +8.1% |
| 3M | -5.0% | +13.4% | -18.3% | -6.8% |
| 6M | +5.5% | +9.0% | -3.6% | +3.6% |
| YTD | +10.3% | +33.8% | -23.5% | +4.9% |
| 1Y | +8.2% | +61.2% | -53.0% | +0.1% |
| 3Y | +59.0% | +42.1% | +16.9% | +44.6% |
| 5Y | +104.3% | +21.4% | +82.9% | +85.6% |
| 10Y | +202.4% | +609.1% | -406.6% | +110.1% |
| All | +659.0% | +867.4% | -208.4% | +396.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling