+8.1%
FPS vs GFS
+11.9%
-3.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +1.4% |
| 7D | +3.1% | +1.0% | +2.1% | +2.5% |
| 30D | -18.6% | -8.6% | -10.0% | -13.4% |
| 3M | -51.5% | -46.5% | -4.9% | -26.7% |
| 6M | -8.5% | -4.8% | -3.7% | -9.0% |
| All | +8.1% | +11.9% | -3.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling