-19.4%
GFS vs FTI
+314.3%
-333.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +1.0% | +5.3% | -4.3% | -0.9% |
| 30D | -8.6% | +15.3% | -23.9% | -13.3% |
| 3M | -46.5% | +15.8% | -62.3% | -49.4% |
| 6M | -4.8% | +22.6% | -27.4% | -12.3% |
| YTD | +29.7% | +79.5% | -49.9% | +4.8% |
| 1Y | +35.8% | +102.0% | -66.2% | +5.1% |
| All | -19.4% | +314.3% | -333.7% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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