+1,533.0%
GD vs FTI
+2,165.1%
-632.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.3% | +5.3% | -10.5% | -6.3% |
| 30D | -6.4% | +15.3% | -21.8% | -9.3% |
| 3M | +5.7% | +15.8% | -10.1% | +2.0% |
| 6M | -0.9% | +22.6% | -23.5% | -5.8% |
| YTD | +8.2% | +79.5% | -71.4% | -5.4% |
| 1Y | +13.4% | +102.0% | -88.6% | -3.6% |
| 3Y | +68.5% | +315.8% | -247.3% | +19.3% |
| 5Y | +97.2% | +1,129.5% | -1,032.4% | +4.6% |
| 10Y | +190.2% | +320.9% | -130.8% | +71.7% |
| All | +1,533.0% | +2,165.1% | -632.1% | +573.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling