+97.2%
GD vs FTI
+1,129.5%
-1,032.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.3% | +5.3% | -10.5% | -6.0% |
| 30D | -6.4% | +15.3% | -21.8% | -8.5% |
| 3M | +5.7% | +15.8% | -10.1% | +3.0% |
| 6M | -0.9% | +22.6% | -23.5% | -4.5% |
| YTD | +8.2% | +79.5% | -71.4% | -2.1% |
| 1Y | +13.4% | +102.0% | -88.6% | +0.5% |
| 3Y | +68.5% | +315.8% | -247.3% | +30.7% |
| All | +97.2% | +1,129.5% | -1,032.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling