+644.0%
GD vs FIVE
+868.1%
-224.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.9% | -2.5% |
| 7D | -5.3% | +4.3% | -9.5% | -5.8% |
| 30D | -6.4% | +12.5% | -18.9% | -8.1% |
| 3M | +5.7% | +31.2% | -25.5% | +1.5% |
| 6M | -0.9% | +14.4% | -15.3% | -3.5% |
| YTD | +8.2% | +33.9% | -25.7% | +3.0% |
| 1Y | +13.4% | +65.1% | -51.6% | +4.6% |
| 3Y | +68.5% | +49.0% | +19.5% | +52.1% |
| 5Y | +97.2% | +30.3% | +66.9% | +76.9% |
| 10Y | +190.2% | +481.1% | -290.9% | +105.2% |
| All | +644.0% | +868.1% | -224.1% | +387.0% |
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 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