+950.9%
FN vs GFI
+1,023.9%
-73.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +5.8% | +4.7% | +1.1% | +5.4% |
| 30D | -20.6% | +14.4% | -35.1% | -21.5% |
| 3M | -28.6% | +32.5% | -61.1% | -30.5% |
| 6M | -20.7% | -7.2% | -13.6% | -20.7% |
| YTD | -8.1% | +10.9% | -19.0% | -9.2% |
| 1Y | +13.3% | +35.5% | -22.1% | +10.7% |
| 3Y | +175.7% | +312.1% | -136.4% | +153.5% |
| 5Y | +297.4% | +524.6% | -227.2% | +256.1% |
| 10Y | +950.9% | +1,092.7% | -141.8% | +932.6% |
| All | +950.9% | +1,023.9% | -73.0% | +932.6% |
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