+37.1%
GFS vs FND
-44.9%
+82.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.7% |
| 7D | +2.6% | +0.4% | +2.3% | +2.5% |
| 30D | -16.4% | -23.6% | +7.2% | -11.7% |
| 3M | -41.6% | +4.3% | -45.9% | -42.6% |
| 6M | -3.7% | -20.3% | +16.6% | -0.8% |
| YTD | +29.3% | -21.3% | +50.6% | +30.2% |
| 1Y | +37.1% | -45.4% | +82.5% | +52.4% |
| All | +37.1% | -44.9% | +82.0% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling