-16.4%
GFS vs FN
+245.1%
-261.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.7% | -5.4% | +1.8% |
| 7D | -7.8% | 0.0% | -7.8% | -8.2% |
| 30D | -19.7% | -34.3% | +14.7% | -6.8% |
| 3M | -23.1% | -39.9% | +16.7% | -8.7% |
| 6M | -46.4% | -51.8% | +5.5% | -31.5% |
| YTD | +11.0% | -28.1% | +39.2% | +19.9% |
| 1Y | +12.6% | -29.1% | +41.7% | +21.1% |
| 3Y | -24.9% | +102.4% | -127.4% | -52.0% |
| 5Y | -39.1% | +171.7% | -210.7% | -69.6% |
| All | -16.4% | +245.1% | -261.5% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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