+11.4%
FPS vs GFS
+11.6%
-0.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.3% |
| 7D | +10.4% | +2.6% | +7.7% | +8.4% |
| 30D | -16.5% | -16.4% | -0.1% | -5.2% |
| 3M | -45.5% | -41.6% | -3.9% | -21.9% |
| 6M | +2.1% | -3.7% | +5.8% | +0.7% |
| All | +11.4% | +11.6% | -0.2% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling