+181.9%
FANG vs GFI
+1,066.8%
-884.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +2.9% | -4.9% | +7.7% | +3.1% |
| 30D | +2.6% | +10.7% | -8.1% | +2.1% |
| 3M | +7.6% | +25.6% | -18.1% | +6.2% |
| 6M | +17.3% | -8.3% | +25.6% | +17.3% |
| YTD | +38.7% | +6.3% | +32.4% | +36.9% |
| 1Y | +51.6% | +22.1% | +29.6% | +47.9% |
| 3Y | +50.0% | +289.2% | -239.2% | +33.5% |
| 5Y | +237.6% | +531.7% | -294.1% | +188.0% |
| All | +181.9% | +1,066.8% | -884.9% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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