+188.5%
GD vs FTV
+109.5%
+79.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | +8.9% | +15.7% | -6.7% | +2.0% |
| 3M | -8.0% | +7.5% | -15.6% | -11.2% |
| 6M | +2.9% | +8.5% | -5.6% | -1.4% |
| YTD | +7.1% | +18.8% | -11.7% | -2.4% |
| 1Y | +5.9% | +28.5% | -22.6% | -7.0% |
| 3Y | +53.9% | +34.0% | +19.9% | +28.9% |
| 5Y | +95.4% | +12.6% | +82.8% | +74.6% |
| All | +188.5% | +109.5% | +79.0% | +73.9% |
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