-34.7%
GFS vs FND
-61.6%
+26.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.4% |
| 7D | -7.8% | +7.7% | -15.5% | -10.8% |
| 30D | -19.7% | +11.9% | -31.5% | -23.6% |
| 3M | -23.1% | -14.6% | -8.6% | -19.1% |
| 6M | -46.4% | +0.5% | -46.8% | -48.0% |
| YTD | +11.0% | -15.8% | +26.9% | +13.4% |
| 1Y | +12.6% | -12.9% | +25.6% | +12.8% |
| 3Y | -24.9% | -34.2% | +9.2% | -22.6% |
| All | -34.7% | -61.6% | +26.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling