+23.6%
GFS vs FN
-19.6%
+43.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.9% | -0.4% | +3.0% |
| 7D | +6.2% | +8.0% | -1.8% | +2.5% |
| 30D | -11.4% | -19.1% | +7.8% | -4.5% |
| 3M | -15.5% | -29.8% | +14.4% | -4.9% |
| 6M | -42.6% | -43.2% | +0.6% | -30.1% |
| YTD | +23.2% | -18.9% | +42.1% | +29.9% |
| 1Y | +23.6% | -17.9% | +41.5% | +29.3% |
| All | +23.6% | -19.6% | +43.1% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling