+656.6%
GFI vs FDS
+9,090.7%
-8,434.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | 0.0% |
| 7D | +5.7% | -5.4% | +11.0% | +6.2% |
| 30D | +15.6% | +1.6% | +14.0% | +15.4% |
| 3M | +31.5% | +17.7% | +13.8% | +29.0% |
| 6M | -3.7% | +29.1% | -32.8% | -6.9% |
| YTD | +11.2% | +1.0% | +10.3% | +10.1% |
| 1Y | +36.4% | -21.6% | +58.0% | +38.3% |
| 3Y | +313.5% | -30.1% | +343.6% | +323.2% |
| 5Y | +528.0% | -20.7% | +548.8% | +531.4% |
| 10Y | +1,021.4% | +78.3% | +943.1% | +933.7% |
| All | +656.6% | +9,090.7% | -8,434.1% | +488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling