+1,527.0%
GD vs FTI
+1,647.4%
-120.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.4% |
| 7D | -3.9% | -8.0% | +4.1% | -2.2% |
| 30D | +8.1% | -11.9% | +19.9% | +10.7% |
| 3M | -6.8% | -11.0% | +4.3% | -4.8% |
| 6M | +3.0% | -17.8% | +20.8% | +6.5% |
| YTD | +7.8% | +38.5% | -30.7% | -0.7% |
| 1Y | +5.8% | +45.9% | -40.1% | -3.7% |
| 3Y | +55.3% | +181.8% | -126.5% | +19.4% |
| 5Y | +96.7% | +748.6% | -651.9% | +13.3% |
| 10Y | +195.4% | +180.4% | +15.0% | +90.8% |
| All | +1,527.0% | +1,647.4% | -120.3% | +607.0% |
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