+188.7%
GD vs FN
+900.0%
-711.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.1% |
| 7D | -5.3% | -1.7% | -3.6% | -5.1% |
| 30D | -6.4% | -22.0% | +15.6% | -4.5% |
| 3M | +5.7% | -43.0% | +48.7% | +10.8% |
| 6M | -0.9% | -27.7% | +26.8% | -0.1% |
| YTD | +8.2% | -10.5% | +18.7% | +5.6% |
| 1Y | +13.4% | +12.5% | +0.9% | +6.9% |
| 3Y | +68.5% | +153.8% | -85.3% | +34.4% |
| 5Y | +97.2% | +288.0% | -190.8% | +41.1% |
| All | +188.7% | +900.0% | -711.3% | +73.0% |
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