+131.8%
GD vs FND
+68.8%
+63.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +0.6% | -4.4% | +5.0% | +1.3% |
| 30D | +9.5% | +14.5% | -5.0% | +6.8% |
| 3M | -5.8% | -15.6% | +9.8% | -3.7% |
| 6M | +7.7% | +4.7% | +3.0% | +5.7% |
| YTD | +11.1% | -16.1% | +27.2% | +12.3% |
| 1Y | +6.1% | -16.0% | +22.1% | +7.1% |
| 3Y | +59.8% | -35.5% | +95.3% | +63.0% |
| 5Y | +104.6% | -60.5% | +165.1% | +120.0% |
| All | +131.8% | +68.8% | +63.0% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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