+190.4%
GD vs FN
+663.9%
-473.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +11.9% | -1.0% |
| 7D | -3.9% | -16.0% | +12.1% | -2.5% |
| 30D | +8.1% | -40.1% | +48.2% | +12.9% |
| 3M | -6.8% | -43.9% | +37.1% | -2.5% |
| 6M | +3.0% | -55.6% | +58.6% | +9.2% |
| YTD | +7.8% | -35.7% | +43.4% | +7.8% |
| 1Y | +5.8% | -39.8% | +45.6% | +6.3% |
| 3Y | +55.3% | +80.3% | -25.0% | +27.4% |
| 5Y | +96.7% | +143.3% | -46.6% | +48.3% |
| All | +190.4% | +663.9% | -473.6% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling