+188.5%
GD vs FTI
+184.4%
+4.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -1.2% |
| 7D | -5.0% | -7.6% | +2.7% | -3.5% |
| 30D | +8.9% | -7.1% | +16.1% | +10.2% |
| 3M | -8.0% | -8.7% | +0.7% | -6.8% |
| 6M | +2.9% | -14.0% | +16.9% | +5.2% |
| YTD | +7.1% | +42.8% | -35.8% | -1.3% |
| 1Y | +5.9% | +50.4% | -44.4% | -3.4% |
| 3Y | +53.9% | +194.1% | -140.3% | +19.8% |
| 5Y | +95.4% | +775.2% | -679.8% | +16.5% |
| All | +188.5% | +184.4% | +4.1% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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