+48.5%
FND vs GFI
+1,664.8%
-1,616.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.8% | +4.7% | -5.5% | -1.2% |
| 30D | -19.6% | +14.4% | -34.0% | -20.7% |
| 3M | -4.3% | +32.5% | -36.9% | -7.2% |
| 6M | -20.4% | -7.2% | -13.3% | -20.4% |
| YTD | -21.9% | +10.9% | -32.7% | -23.3% |
| 1Y | -45.2% | +35.5% | -80.7% | -47.3% |
| 3Y | -49.2% | +312.1% | -361.4% | -57.1% |
| 5Y | -61.8% | +524.6% | -586.4% | -69.7% |
| All | +48.5% | +1,664.8% | -1,616.3% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling