+53.9%
GD vs USFR
+14.4%
+39.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.6% |
| 3M | -8.0% | +1.1% | -9.1% | -8.4% |
| 6M | +2.9% | +2.1% | +0.8% | +2.6% |
| YTD | +7.1% | +3.4% | +3.7% | +6.5% |
| 1Y | +5.9% | +4.1% | +1.8% | +4.7% |
| 3Y | +53.9% | +14.4% | +39.5% | +45.8% |
| All | +53.9% | +14.4% | +39.4% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling