+119.1%
FN vs GFI
+243.2%
-124.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.8% | +7.1% | +10.9% |
| 7D | +16.3% | +18.0% | -1.8% | +12.4% |
| 30D | -24.7% | +11.5% | -36.2% | -26.3% |
| 3M | -34.9% | +2.8% | -37.8% | -35.6% |
| 6M | -41.1% | -6.4% | -34.7% | -41.0% |
| YTD | -19.6% | -1.1% | -18.6% | -20.5% |
| 1Y | -18.5% | +10.8% | -29.3% | -20.5% |
| 3Y | +119.1% | +248.8% | -129.6% | +85.4% |
| All | +119.1% | +243.2% | -124.1% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling