-10.3%
GFS vs FE
+54.7%
-64.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | +7.4% | +1.2% | +6.2% | +7.1% |
| 30D | -15.3% | +4.5% | -19.8% | -16.1% |
| 3M | -21.1% | +1.3% | -22.4% | -21.4% |
| 6M | -44.5% | +8.7% | -53.1% | -45.7% |
| YTD | +19.2% | +9.2% | +10.0% | +16.0% |
| 1Y | +27.2% | +7.0% | +20.3% | +24.4% |
| 3Y | -20.1% | +51.4% | -71.5% | -31.0% |
| 5Y | -25.6% | +47.7% | -73.3% | -38.2% |
| All | -10.3% | +54.7% | -64.9% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling