-19.9%
GFS vs FND
-48.3%
+28.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +1.0% | -5.2% | +6.2% | +2.5% |
| 30D | -8.6% | -19.9% | +11.3% | -2.6% |
| 3M | -46.5% | +2.7% | -49.3% | -47.5% |
| 6M | -4.8% | -21.7% | +16.9% | +0.7% |
| YTD | +29.7% | -17.5% | +47.2% | +33.4% |
| 1Y | +35.8% | -39.3% | +75.1% | +53.8% |
| All | -19.9% | -48.3% | +28.4% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling