+56.2%
GD vs FTI
+212.2%
-156.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | +2.7% | +4.3% | -1.7% | +2.1% |
| 30D | +8.6% | -4.7% | +13.3% | +9.1% |
| 3M | -7.1% | -13.5% | +6.5% | -5.4% |
| 6M | +7.5% | -8.7% | +16.2% | +8.3% |
| YTD | +9.9% | +49.0% | -39.1% | +1.7% |
| 1Y | +7.6% | +54.0% | -46.5% | -1.0% |
| 3Y | +56.2% | +211.6% | -155.4% | +28.4% |
| All | +56.2% | +212.2% | -156.0% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling