+804.7%
FN vs GFI
+1,235.9%
-431.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.0% |
| 7D | +8.0% | +2.2% | +5.8% | +7.8% |
| 30D | -19.1% | +2.2% | -21.3% | -19.3% |
| 3M | -29.8% | -4.6% | -25.2% | -29.6% |
| 6M | -43.2% | -16.7% | -26.4% | -42.6% |
| YTD | -18.9% | -9.5% | -9.5% | -18.6% |
| 1Y | -17.9% | -6.8% | -11.0% | -17.7% |
| 3Y | +120.1% | +223.7% | -103.6% | +105.9% |
| 5Y | +206.7% | +321.8% | -115.1% | +180.3% |
| 10Y | +804.7% | +1,354.1% | -549.4% | +773.7% |
| All | +804.7% | +1,235.9% | -431.2% | +773.7% |
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