+12.6%
GFS vs FND
-16.0%
+28.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | -7.8% | +7.7% | -15.5% | -9.0% |
| 30D | -19.7% | +11.9% | -31.5% | -21.2% |
| 3M | -23.1% | -14.6% | -8.6% | -20.4% |
| 6M | -46.4% | +0.5% | -46.8% | -46.7% |
| YTD | +11.0% | -15.8% | +26.9% | +8.6% |
| 1Y | +12.6% | -12.9% | +25.6% | +9.4% |
| All | +12.6% | -16.0% | +28.6% | +9.4% |
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