+109.1%
GD vs FRSH
-70.7%
+179.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.4% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +9.2% | -8.8% | +18.1% | +9.7% |
| 3M | -7.5% | +8.8% | -16.3% | -8.0% |
| 6M | +5.8% | +49.1% | -43.3% | +3.1% |
| YTD | +9.8% | +3.4% | +6.4% | +8.8% |
| 1Y | +5.8% | +8.8% | -3.1% | +4.5% |
| 3Y | +58.0% | -27.4% | +85.4% | +57.6% |
| 5Y | +100.4% | -66.4% | +166.8% | +96.5% |
| All | +109.1% | -70.7% | +179.8% | +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