-7.8%
GFS vs FND
-63.5%
+55.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +1.1% |
| 7D | +17.2% | -5.1% | +22.3% | +19.5% |
| 30D | -8.7% | +9.2% | -17.9% | -12.6% |
| 3M | -19.7% | -17.7% | -2.0% | -14.4% |
| 6M | -40.7% | +2.5% | -43.2% | -43.0% |
| YTD | +22.5% | -19.8% | +42.3% | +27.3% |
| 1Y | +25.2% | -22.7% | +47.9% | +31.7% |
| 3Y | -17.7% | -38.3% | +20.6% | -12.9% |
| 5Y | -23.5% | -63.0% | +39.4% | +3.4% |
| All | -7.8% | -63.5% | +55.8% | +25.9% |
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