+165.2%
GD vs FTV
+109.2%
+56.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.7% | +3.9% | -1.2% | +0.9% |
| 30D | +8.6% | +18.7% | -10.1% | +0.6% |
| 3M | -7.1% | +10.0% | -17.1% | -11.1% |
| 6M | +7.5% | +14.6% | -7.1% | +0.6% |
| YTD | +9.9% | +23.4% | -13.5% | -1.5% |
| 1Y | +7.6% | +31.3% | -23.7% | -6.4% |
| 3Y | +56.2% | +39.8% | +16.4% | +28.5% |
| 5Y | +100.6% | +17.7% | +82.9% | +75.8% |
| All | +165.2% | +109.2% | +56.0% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling