-42.6%
GFS vs FN
+148.3%
-190.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -14.2% | +4.4% | -4.5% |
| 7D | -20.7% | -16.0% | -4.7% | -15.5% |
| 30D | -25.2% | -40.1% | +14.9% | -10.2% |
| 3M | -26.3% | -43.9% | +17.6% | -10.1% |
| 6M | -50.7% | -55.6% | +4.9% | -35.0% |
| YTD | +4.5% | -35.7% | +40.2% | +17.8% |
| 1Y | +2.5% | -39.8% | +42.3% | +17.2% |
| 3Y | -30.9% | +80.3% | -111.2% | -53.5% |
| 5Y | -42.6% | +143.3% | -185.9% | -71.8% |
| All | -42.6% | +148.3% | -190.9% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling