+188.5%
GD vs USFR
+28.5%
+160.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +8.9% | +0.4% | +8.5% | +8.7% |
| 3M | -8.0% | +1.1% | -9.1% | -8.6% |
| 6M | +2.9% | +2.1% | +0.8% | +1.8% |
| YTD | +7.1% | +3.4% | +3.7% | +5.2% |
| 1Y | +5.9% | +4.1% | +1.8% | +3.7% |
| 3Y | +53.9% | +14.4% | +39.5% | +43.2% |
| 5Y | +95.4% | +21.3% | +74.1% | +75.5% |
| All | +188.5% | +28.5% | +160.0% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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