+221.3%
GD vs FTV
+119.2%
+102.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +1.9% | -0.5% |
| 7D | -3.9% | -0.6% | -3.3% | -3.7% |
| 30D | +8.1% | +13.0% | -4.9% | +2.3% |
| 3M | -6.8% | +6.8% | -13.6% | -9.6% |
| 6M | +3.0% | +8.0% | -5.0% | -1.0% |
| YTD | +7.8% | +18.9% | -11.1% | -1.6% |
| 1Y | +5.8% | +30.8% | -25.0% | -7.6% |
| 3Y | +55.3% | +33.4% | +21.9% | +30.9% |
| 5Y | +96.7% | +12.7% | +84.0% | +76.0% |
| 10Y | +195.4% | +111.6% | +83.8% | +96.9% |
| All | +221.3% | +119.2% | +102.1% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling