Stock and ETF performance explorer

GD vs FN

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	FN	Excess	Alpha
1D	-1.8%	+3.1%	-4.9%	N/A
7D	-5.3%	-1.7%	-3.6%	N/A
All	-5.3%	-4.2%	-1.0%	N/A

Daily percentage return beside FN.

Portfolio return minus FN return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.