+125.7%
GD vs FND
+66.0%
+59.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -5.3% | -5.2% | 0.0% | -4.5% |
| 30D | -6.4% | -19.9% | +13.4% | -3.2% |
| 3M | +5.7% | +2.7% | +3.0% | +4.5% |
| 6M | -0.9% | -21.7% | +20.7% | +1.9% |
| YTD | +8.2% | -17.5% | +25.7% | +10.1% |
| 1Y | +13.4% | -39.3% | +52.7% | +21.0% |
| 3Y | +68.5% | -49.8% | +118.3% | +80.0% |
| 5Y | +97.2% | -60.1% | +157.2% | +111.4% |
| All | +125.7% | +66.0% | +59.7% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling