+97.2%
GD vs FTV
+2.3%
+94.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.3% | -4.5% | -0.8% | -3.9% |
| 30D | -6.4% | -7.1% | +0.6% | -4.3% |
| 3M | +5.7% | -7.2% | +12.9% | +8.0% |
| 6M | -0.9% | -1.5% | +0.6% | -0.9% |
| YTD | +8.2% | +3.5% | +4.7% | +6.2% |
| 1Y | +13.4% | +20.3% | -6.9% | +5.9% |
| 3Y | +68.5% | -3.1% | +71.6% | +66.8% |
| All | +97.2% | +2.3% | +94.9% | +84.4% |
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 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