+100.5%
GD vs USFR
+21.4%
+79.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +8.6% | +0.4% | +8.2% | +8.9% |
| 3M | -7.1% | +1.1% | -8.1% | -6.3% |
| 6M | +7.5% | +2.0% | +5.4% | +9.4% |
| YTD | +9.9% | +3.5% | +6.4% | +13.3% |
| 1Y | +7.6% | +4.1% | +3.5% | +11.3% |
| 3Y | +56.2% | +14.4% | +41.8% | +78.7% |
| All | +100.5% | +21.4% | +79.2% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling