+370.2%
GD vs USFR
+28.5%
+341.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +8.1% | +0.4% | +7.7% | +8.0% |
| 3M | -6.8% | +1.1% | -7.8% | -7.0% |
| 6M | +3.0% | +2.0% | +1.0% | +2.6% |
| YTD | +7.8% | +3.4% | +4.4% | +7.1% |
| 1Y | +5.8% | +4.1% | +1.7% | +5.0% |
| 3Y | +55.3% | +14.4% | +40.9% | +51.5% |
| 5Y | +96.7% | +21.3% | +75.4% | +89.8% |
| 10Y | +195.4% | +28.4% | +166.9% | +182.6% |
| All | +370.2% | +28.5% | +341.7% | +343.5% |
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