+12.6%
GFS vs FGI
+46.9%
-34.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.2% |
| 7D | -7.8% | -7.0% | -0.9% | -7.7% |
| 30D | -19.7% | -4.2% | -15.4% | -19.6% |
| 3M | -23.1% | +55.6% | -78.7% | -25.3% |
| 6M | -46.4% | -3.2% | -43.2% | -46.9% |
| YTD | +11.0% | +29.1% | -18.1% | +5.8% |
| 1Y | +12.6% | +51.0% | -38.3% | +6.5% |
| All | +12.6% | +46.9% | -34.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling