+93.8%
GD vs FND
-61.6%
+155.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -5.0% | +7.7% | -12.7% | -5.8% |
| 30D | +8.9% | +11.9% | -2.9% | +7.5% |
| 3M | -8.0% | -14.6% | +6.5% | -6.8% |
| 6M | +2.9% | +0.5% | +2.4% | +2.1% |
| YTD | +7.1% | -15.8% | +22.9% | +8.0% |
| 1Y | +5.9% | -12.9% | +18.9% | +6.4% |
| 3Y | +53.9% | -34.2% | +88.0% | +55.7% |
| All | +93.8% | -61.6% | +155.4% | +99.7% |
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