-21.3%
GFS vs FDS
-17.1%
-4.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.8% |
| 7D | -20.7% | +6.4% | -27.1% | -21.4% |
| 30D | -25.2% | +25.2% | -50.4% | -27.7% |
| 3M | -26.3% | +22.9% | -49.2% | -28.9% |
| 6M | -50.7% | +56.5% | -107.2% | -56.5% |
| YTD | +4.5% | +19.0% | -14.4% | +3.3% |
| 1Y | +2.5% | +32.7% | -30.3% | -5.6% |
| 3Y | -30.9% | -20.4% | -10.5% | -14.7% |
| 5Y | -42.6% | -19.6% | -23.0% | -26.2% |
| All | -21.3% | -17.1% | -4.2% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling