-2.4%
GFS vs FND
-62.5%
+60.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | +1.0% | -5.2% | +6.2% | +3.0% |
| 30D | -8.6% | -19.9% | +11.3% | -0.5% |
| 3M | -46.5% | +2.7% | -49.3% | -47.9% |
| 6M | -4.8% | -21.7% | +16.9% | +2.5% |
| YTD | +29.7% | -17.5% | +47.2% | +34.7% |
| 1Y | +35.8% | -39.3% | +75.1% | +59.5% |
| 3Y | -18.3% | -49.8% | +31.4% | -3.3% |
| All | -2.4% | -62.5% | +60.1% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling