-7.3%
GFS vs FND
-61.9%
+54.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.8% |
| 7D | +6.2% | -4.4% | +10.6% | +8.1% |
| 30D | -11.4% | +14.5% | -25.9% | -16.6% |
| 3M | -15.5% | -15.6% | +0.1% | -10.8% |
| 6M | -42.6% | +4.7% | -47.4% | -45.3% |
| YTD | +23.2% | -16.1% | +39.3% | +25.9% |
| 1Y | +23.6% | -16.0% | +39.6% | +25.7% |
| 3Y | -17.2% | -35.5% | +18.3% | -13.8% |
| 5Y | -23.4% | -60.5% | +37.1% | +0.8% |
| All | -7.3% | -61.9% | +54.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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