-7.3%
GFS vs FDS
-18.5%
+11.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +5.2% |
| 7D | +6.2% | -2.1% | +8.4% | +6.5% |
| 30D | -11.4% | +16.0% | -27.4% | -13.4% |
| 3M | -15.5% | +18.8% | -34.3% | -18.0% |
| 6M | -42.6% | +54.1% | -96.7% | -49.3% |
| YTD | +23.2% | +17.0% | +6.2% | +21.9% |
| 1Y | +23.6% | +25.5% | -1.9% | +16.8% |
| 3Y | -17.2% | -23.3% | +6.1% | +3.7% |
| 5Y | -23.4% | -22.6% | -0.8% | -1.9% |
| All | -7.3% | -18.5% | +11.2% | +19.9% |
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