-34.7%
GFS vs FDS
-22.8%
-11.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.9% | +6.6% |
| 7D | -7.8% | -0.5% | -7.3% | -7.9% |
| 30D | -19.7% | +20.2% | -39.9% | -22.0% |
| 3M | -23.1% | +19.9% | -43.0% | -25.7% |
| 6M | -46.4% | +56.2% | -102.5% | -53.2% |
| YTD | +11.0% | +14.6% | -3.5% | +10.1% |
| 1Y | +12.6% | +31.6% | -19.0% | +2.4% |
| 3Y | -24.9% | -23.8% | -1.1% | -6.5% |
| All | -34.7% | -22.8% | -11.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling