+104.7%
GD vs FND
-60.3%
+165.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.9% |
| 7D | -1.9% | +6.8% | -8.7% | -2.7% |
| 30D | +10.9% | +13.1% | -2.1% | +9.3% |
| 3M | -6.8% | -13.1% | +6.3% | -5.6% |
| 6M | +7.0% | -0.6% | +7.6% | +6.3% |
| YTD | +11.1% | -15.5% | +26.6% | +12.0% |
| 1Y | +7.0% | -13.7% | +20.7% | +7.6% |
| 3Y | +59.9% | -35.0% | +94.9% | +62.1% |
| All | +104.7% | -60.3% | +165.1% | +110.0% |
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