-12.1%
GFS vs FDS
-20.6%
+8.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -5.3% | -2.0% | -3.3% | -5.1% |
| 30D | -15.8% | +13.5% | -29.3% | -17.6% |
| 3M | -18.6% | +15.2% | -33.8% | -20.8% |
| 6M | -45.0% | +47.0% | -92.0% | -50.9% |
| YTD | +16.8% | +13.9% | +2.9% | +15.9% |
| 1Y | +17.8% | +25.2% | -7.4% | +10.1% |
| 3Y | -21.5% | -25.3% | +3.8% | -1.4% |
| 5Y | -29.3% | -23.3% | -6.0% | -8.8% |
| All | -12.1% | -20.6% | +8.5% | +14.0% |
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 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