+47.7%
FND vs GFI
+1,592.4%
-1,544.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -5.8% | -4.9% | -0.9% | -5.3% |
| 30D | -20.2% | +10.7% | -30.9% | -21.1% |
| 3M | -12.0% | +25.6% | -37.6% | -14.1% |
| 6M | -18.5% | -8.3% | -10.3% | -18.4% |
| YTD | -22.3% | +6.3% | -28.6% | -23.4% |
| 1Y | -47.6% | +22.1% | -69.7% | -49.2% |
| 3Y | -49.8% | +289.2% | -338.9% | -57.3% |
| 5Y | -63.0% | +531.7% | -594.6% | -70.6% |
| All | +47.7% | +1,592.4% | -1,544.7% | +18.0% |
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