+51.6%
FANG vs GFI
+26.4%
+25.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.3% |
| 7D | +2.9% | -4.9% | +7.7% | +2.5% |
| 30D | +2.6% | +10.7% | -8.1% | +3.6% |
| 3M | +7.6% | +25.6% | -18.1% | +10.3% |
| 6M | +17.3% | -8.3% | +25.6% | +19.3% |
| YTD | +38.7% | +6.3% | +32.4% | +40.2% |
| 1Y | +51.6% | +22.1% | +29.6% | +53.1% |
| All | +51.6% | +26.4% | +25.2% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling