+539.8%
GFI vs FDS
-28.1%
+567.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.8% | +2.9% | -2.6% |
| 7D | -5.1% | -16.0% | +10.8% | -4.4% |
| 30D | +13.4% | -6.7% | +20.2% | +13.9% |
| 3M | +36.2% | +6.0% | +30.3% | +35.9% |
| 6M | -9.8% | +25.1% | -34.9% | -11.4% |
| YTD | +7.7% | -8.1% | +15.8% | +9.8% |
| 1Y | +27.2% | -26.0% | +53.2% | +34.8% |
| 3Y | +300.3% | -36.4% | +336.7% | +331.9% |
| 5Y | +539.8% | -27.7% | +567.5% | +632.7% |
| All | +539.8% | -28.1% | +567.9% | +632.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling