+108.6%
GD vs FRSH
-72.2%
+180.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | -3.0% | -15.5% | +12.4% | -2.2% |
| 30D | +9.3% | -13.7% | +23.0% | +10.1% |
| 3M | -7.2% | +1.4% | -8.6% | -7.4% |
| 6M | +5.5% | +36.0% | -30.6% | +3.3% |
| YTD | +9.5% | -2.0% | +11.5% | +8.8% |
| 1Y | +6.4% | +7.3% | -0.9% | +5.2% |
| 3Y | +59.8% | -29.6% | +89.4% | +59.7% |
| 5Y | +98.0% | -69.2% | +167.2% | +95.1% |
| All | +108.6% | -72.2% | +180.8% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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