+296.4%
FN vs GFI
+521.0%
-224.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +3.5% | +5.7% | -2.1% | +2.7% |
| 30D | -26.0% | +15.6% | -41.6% | -27.6% |
| 3M | -33.3% | +31.5% | -64.8% | -36.2% |
| 6M | -14.9% | -3.7% | -11.2% | -15.3% |
| YTD | -8.6% | +11.2% | -19.8% | -10.6% |
| 1Y | +12.3% | +36.4% | -24.1% | +7.6% |
| 3Y | +174.4% | +313.5% | -139.1% | +135.2% |
| 5Y | +296.4% | +528.0% | -231.6% | +222.8% |
| All | +296.4% | +521.0% | -224.6% | +222.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling