-12.7%
GFS vs FN
+260.4%
-273.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.0% | 0.0% | -3.7% |
| 7D | -12.5% | -7.0% | -5.5% | -10.4% |
| 30D | -16.9% | -24.7% | +7.8% | -8.6% |
| 3M | -22.3% | -35.7% | +13.4% | -9.9% |
| 6M | -40.2% | -52.4% | +12.2% | -23.7% |
| YTD | +16.0% | -25.0% | +40.9% | +23.3% |
| 1Y | +17.7% | -25.7% | +43.3% | +24.3% |
| 3Y | -23.4% | +110.2% | -133.6% | -51.6% |
| 5Y | -35.4% | +192.3% | -227.7% | -68.5% |
| All | -12.7% | +260.4% | -273.1% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling