-42.6%
GFS vs FE
+46.2%
-88.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.2% | -9.7% | -9.8% |
| 7D | -20.7% | +0.6% | -21.3% | -20.8% |
| 30D | -25.2% | +6.4% | -31.6% | -26.1% |
| 3M | -26.3% | -0.5% | -25.8% | -26.3% |
| 6M | -50.7% | +4.7% | -55.4% | -51.4% |
| YTD | +4.5% | +8.4% | -3.8% | +2.0% |
| 1Y | +2.5% | +7.2% | -4.8% | +0.1% |
| 3Y | -30.9% | +44.9% | -75.8% | -39.1% |
| 5Y | -42.6% | +46.3% | -88.9% | -51.7% |
| All | -42.6% | +46.2% | -88.8% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling