+371.9%
GD vs USFR
+27.5%
+344.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -6.4% | +0.3% | -6.7% | -6.5% |
| 3M | +5.7% | +1.0% | +4.7% | +5.5% |
| 6M | -0.9% | +1.9% | -2.9% | -1.3% |
| YTD | +8.2% | +2.6% | +5.5% | +7.7% |
| 1Y | +13.4% | +4.0% | +9.4% | +12.6% |
| 3Y | +68.5% | +14.1% | +54.4% | +64.5% |
| 5Y | +97.2% | +20.4% | +76.7% | +90.5% |
| 10Y | +190.2% | +28.0% | +162.2% | +178.0% |
| All | +371.9% | +27.5% | +344.4% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling