-20.0%
GFS vs FDS
-24.3%
+4.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | -3.1% | -5.0% | +1.8% | -3.5% |
| 30D | -16.0% | +13.8% | -29.8% | -15.4% |
| 3M | -24.7% | +14.8% | -39.5% | -23.9% |
| 6M | -45.1% | +47.4% | -92.5% | -45.7% |
| YTD | +16.5% | +14.2% | +2.3% | +26.4% |
| 1Y | +19.3% | +26.6% | -7.3% | +22.2% |
| 3Y | -20.0% | -24.4% | +4.5% | +5.5% |
| All | -20.0% | -24.3% | +4.4% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling