+5.9%
GD vs FTI
+49.9%
-44.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -0.8% |
| 7D | -5.0% | -7.6% | +2.7% | -4.6% |
| 30D | +8.9% | -7.1% | +16.1% | +9.1% |
| 3M | -8.0% | -8.7% | +0.7% | -8.0% |
| 6M | +2.9% | -14.0% | +16.9% | +3.6% |
| YTD | +7.1% | +42.8% | -35.8% | -3.6% |
| 1Y | +5.9% | +50.4% | -44.4% | -5.7% |
| All | +5.9% | +49.9% | -44.0% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling