-30.1%
GFS vs FDS
-23.2%
-6.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +7.4% | +1.5% | +5.9% | +7.2% |
| 30D | -15.3% | +14.8% | -30.1% | -17.1% |
| 3M | -21.1% | +16.3% | -37.4% | -23.2% |
| 6M | -44.5% | +66.2% | -110.7% | -52.3% |
| YTD | +19.2% | +16.2% | +3.0% | +18.1% |
| 1Y | +27.2% | +21.8% | +5.4% | +22.0% |
| 3Y | -20.1% | -23.9% | +3.7% | +0.3% |
| All | -30.1% | -23.2% | -6.9% | -10.3% |
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