+102.2%
GD vs FRSH
-72.4%
+174.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -3.1% | -9.6% | +6.4% | -2.6% |
| 30D | -10.9% | -0.4% | -10.5% | -11.0% |
| 3M | +2.5% | +27.2% | -24.7% | +1.0% |
| 6M | -1.7% | +42.2% | -43.9% | -3.9% |
| YTD | +6.1% | -2.6% | +8.7% | +5.6% |
| 1Y | +11.7% | -10.2% | +21.9% | +11.5% |
| 3Y | +71.8% | -45.5% | +117.3% | +74.0% |
| All | +102.2% | -72.4% | +174.6% | +101.5% |
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