-22.1%
GFS vs FGI
-70.3%
+48.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | 0.0% | -9.8% | -9.9% |
| 7D | -20.7% | -11.6% | -9.1% | -20.5% |
| 30D | -25.2% | -3.3% | -21.9% | -25.2% |
| 3M | -26.3% | +65.6% | -91.9% | -28.1% |
| 6M | -50.7% | -2.8% | -47.9% | -51.4% |
| YTD | +4.5% | +30.1% | -25.6% | +1.3% |
| 1Y | +2.5% | +50.2% | -47.7% | -1.2% |
| 3Y | -30.9% | -0.4% | -30.5% | -33.4% |
| All | -22.1% | -70.3% | +48.2% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling