+8.2%
GD vs FTV
+37.8%
-29.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -3.1% |
| 7D | +3.0% | +6.6% | -3.6% | +1.4% |
| 30D | +10.5% | +19.1% | -8.6% | +6.2% |
| 3M | -5.0% | +13.1% | -18.0% | -7.6% |
| 6M | +5.5% | +14.0% | -8.5% | +2.4% |
| YTD | +10.3% | +24.2% | -13.8% | +5.4% |
| 1Y | +8.2% | +36.4% | -28.2% | +0.1% |
| All | +8.2% | +37.8% | -29.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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