+693.0%
FN vs GFI
+1,288.5%
-595.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.3% |
| 7D | +0.3% | -8.7% | +9.0% | +1.1% |
| 30D | -16.5% | +0.6% | -17.1% | -16.6% |
| 3M | -42.1% | -7.5% | -34.6% | -41.8% |
| 6M | -52.9% | -18.3% | -34.6% | -52.3% |
| YTD | -28.0% | -13.8% | -14.2% | -27.4% |
| 1Y | -18.5% | -8.8% | -9.7% | -18.1% |
| 3Y | +93.9% | +215.8% | -122.0% | +82.0% |
| 5Y | +170.5% | +301.2% | -130.7% | +148.4% |
| All | +693.0% | +1,288.5% | -595.5% | +665.0% |
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