-17.3%
GFS vs FGI
-70.6%
+53.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.9% |
| 6M | -46.4% | -3.2% | -43.2% | -47.1% |
| YTD | +11.0% | +29.1% | -18.1% | +7.6% |
| 1Y | +12.6% | +51.0% | -38.3% | +8.6% |
| 3Y | -24.9% | +1.5% | -26.5% | -27.9% |
| All | -17.3% | -70.6% | +53.3% | -12.5% |
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 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