-16.4%
GFS vs FE
+52.8%
-69.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.7% | +6.3% |
| 7D | -7.8% | 0.0% | -7.8% | -7.8% |
| 30D | -19.7% | +5.2% | -24.8% | -20.5% |
| 3M | -23.1% | 0.0% | -23.1% | -23.1% |
| 6M | -46.4% | +5.0% | -51.4% | -47.2% |
| YTD | +11.0% | +7.9% | +3.1% | +8.2% |
| 1Y | +12.6% | +6.3% | +6.3% | +10.2% |
| 3Y | -24.9% | +46.0% | -71.0% | -34.4% |
| 5Y | -39.1% | +45.6% | -84.7% | -49.2% |
| All | -16.4% | +52.8% | -69.2% | -34.4% |
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