+59.8%
FERG vs GFS
-2.1%
+61.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | +3.2% | -4.2% | -1.6% |
| 30D | -11.8% | -9.6% | -2.3% | -10.2% |
| 3M | -1.2% | -38.5% | +37.3% | +7.8% |
| 6M | -2.3% | -1.3% | -1.0% | -5.4% |
| YTD | +0.8% | +31.8% | -31.0% | -9.5% |
| 1Y | +0.5% | +44.6% | -44.1% | -12.0% |
| 3Y | +51.4% | -20.6% | +72.0% | +45.7% |
| All | +59.8% | -2.1% | +61.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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