-2.4%
GFS vs FDS
-26.5%
+24.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.1% |
| 7D | +1.0% | -1.9% | +2.9% | +1.3% |
| 30D | -8.6% | +9.0% | -17.6% | -10.1% |
| 3M | -46.5% | +18.9% | -65.4% | -48.7% |
| 6M | -4.8% | +35.1% | -40.0% | -14.3% |
| YTD | +29.7% | +5.5% | +24.2% | +30.6% |
| 1Y | +35.8% | -16.8% | +52.6% | +55.4% |
| 3Y | -18.3% | -28.1% | +9.7% | +1.4% |
| All | -2.4% | -26.5% | +24.1% | +28.4% |
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