+170.5%
GD vs USFR
+28.5%
+142.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +9.5% | +0.4% | +9.1% | +9.2% |
| 3M | -5.8% | +1.1% | -6.9% | -6.4% |
| 6M | +7.7% | +2.1% | +5.7% | +6.6% |
| YTD | +11.1% | +3.4% | +7.6% | +9.0% |
| 1Y | +6.1% | +4.1% | +2.0% | +3.8% |
| 3Y | +59.8% | +14.4% | +45.4% | +48.5% |
| 5Y | +104.6% | +21.4% | +83.2% | +83.2% |
| 10Y | +170.5% | +28.5% | +142.0% | +135.9% |
| All | +170.5% | +28.5% | +142.0% | +135.9% |
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