-19.4%
GFS vs FN
+158.4%
-177.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.4% |
| 7D | +1.0% | -1.7% | +2.7% | +1.6% |
| 30D | -8.6% | -22.0% | +13.4% | -0.6% |
| 3M | -46.5% | -43.0% | -3.5% | -35.5% |
| 6M | -4.8% | -27.7% | +22.9% | +4.2% |
| YTD | +29.7% | -10.5% | +40.2% | +31.7% |
| 1Y | +35.8% | +12.5% | +23.3% | +26.8% |
| All | -19.4% | +158.4% | -177.7% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling