+98.0%
GD vs FTV
+16.4%
+81.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.4% | +1.4% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | +9.3% | +17.2% | -7.9% | +4.0% |
| 3M | -7.2% | +8.9% | -16.1% | -9.7% |
| 6M | +5.5% | +11.3% | -5.8% | +1.7% |
| YTD | +9.5% | +21.9% | -12.4% | +2.0% |
| 1Y | +6.4% | +31.6% | -25.1% | -3.3% |
| 3Y | +59.8% | +38.1% | +21.8% | +40.6% |
| 5Y | +98.0% | +15.7% | +82.3% | +86.1% |
| All | +98.0% | +16.4% | +81.6% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling