+100.5%
GD vs FND
-63.9%
+164.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +2.7% | -6.8% | +9.5% | +3.4% |
| 30D | +8.6% | +8.0% | +0.6% | +7.5% |
| 3M | -7.1% | -18.9% | +11.9% | -5.2% |
| 6M | +7.5% | +4.7% | +2.8% | +6.1% |
| YTD | +9.9% | -21.6% | +31.5% | +11.7% |
| 1Y | +7.6% | -22.0% | +29.6% | +9.2% |
| 3Y | +56.2% | -40.4% | +96.6% | +59.7% |
| All | +100.5% | -63.9% | +164.4% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling