+6.9%
FPS vs GFS
+13.7%
-6.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -5.5% |
| 7D | +5.3% | +4.5% | +0.8% | +2.0% |
| 30D | -17.6% | -8.2% | -9.4% | -12.3% |
| 3M | -45.8% | -38.9% | -6.9% | -24.6% |
| 6M | -10.1% | -2.9% | -7.2% | -12.0% |
| All | +6.9% | +13.7% | -6.9% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling