+1,010.9%
GFI vs FDS
+64.8%
+946.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.1% |
| 7D | -4.9% | -14.0% | +9.1% | -3.2% |
| 30D | +10.7% | -6.2% | +17.0% | +11.5% |
| 3M | +25.6% | +10.2% | +15.5% | +23.9% |
| 6M | -8.3% | +27.4% | -35.7% | -12.0% |
| YTD | +6.3% | -9.3% | +15.6% | +7.2% |
| 1Y | +22.1% | -28.6% | +50.7% | +28.3% |
| 3Y | +289.2% | -36.8% | +326.0% | +315.2% |
| 5Y | +531.7% | -28.6% | +560.3% | +552.6% |
| All | +1,010.9% | +64.8% | +946.0% | +1,159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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