-43.2%
FN vs GFI
-14.9%
-28.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.2% |
| 7D | +8.0% | +2.2% | +5.8% | +7.9% |
| 30D | -19.1% | +2.2% | -21.3% | -19.1% |
| 3M | -29.8% | -4.6% | -25.2% | -29.1% |
| 6M | -43.2% | -16.7% | -26.4% | -38.1% |
| All | -43.2% | -14.9% | -28.3% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling