+97.2%
GD vs FN
+289.0%
-191.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.9% |
| 7D | -5.3% | -1.7% | -3.6% | -5.2% |
| 30D | -6.4% | -22.0% | +15.6% | -5.5% |
| 3M | +5.7% | -43.0% | +48.7% | +8.3% |
| 6M | -0.9% | -27.7% | +26.8% | -0.6% |
| YTD | +8.2% | -10.5% | +18.7% | +6.4% |
| 1Y | +13.4% | +12.5% | +0.9% | +9.4% |
| 3Y | +68.5% | +153.8% | -85.3% | +46.4% |
| All | +97.2% | +289.0% | -191.8% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling