+27.2%
GFS vs FDS
+25.7%
+1.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | +7.4% | +1.5% | +5.9% | +7.9% |
| 30D | -15.3% | +14.8% | -30.1% | -10.4% |
| 3M | -21.1% | +16.3% | -37.4% | -15.5% |
| 6M | -44.5% | +66.2% | -110.7% | -33.4% |
| YTD | +19.2% | +16.2% | +3.0% | +42.3% |
| 1Y | +27.2% | +21.8% | +5.4% | +50.9% |
| All | +27.2% | +25.7% | +1.6% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling