-2.7%
GFS vs FND
-64.2%
+61.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.5% |
| 7D | +2.6% | +0.4% | +2.3% | +2.4% |
| 30D | -16.4% | -23.6% | +7.2% | -7.3% |
| 3M | -41.6% | +4.3% | -45.9% | -43.6% |
| 6M | -3.7% | -20.3% | +16.6% | +2.9% |
| YTD | +29.3% | -21.3% | +50.6% | +36.8% |
| 1Y | +37.1% | -45.4% | +82.5% | +68.3% |
| 3Y | -22.1% | -48.9% | +26.7% | -9.1% |
| All | -2.7% | -64.2% | +61.5% | +35.2% |
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