+743.3%
GD vs FN
+3,020.0%
-2,276.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -2.0% |
| 7D | +3.0% | -7.0% | +10.0% | +3.5% |
| 30D | +10.5% | -24.7% | +35.2% | +13.2% |
| 3M | -5.0% | -35.7% | +30.7% | -1.6% |
| 6M | +5.5% | -52.4% | +57.9% | +11.5% |
| YTD | +10.3% | -25.0% | +35.3% | +9.3% |
| 1Y | +8.2% | -25.7% | +33.8% | +6.9% |
| 3Y | +59.0% | +110.2% | -51.2% | +32.6% |
| 5Y | +104.3% | +192.3% | -88.1% | +59.2% |
| 10Y | +202.4% | +812.3% | -609.8% | +98.0% |
| All | +743.3% | +3,020.0% | -2,276.7% | +369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling