-32.0%
GFS vs FTI
+771.0%
-803.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.7% |
| 7D | -3.1% | -4.3% | +1.2% | -1.6% |
| 30D | -16.0% | -8.0% | -8.0% | -13.8% |
| 3M | -24.7% | -8.0% | -16.7% | -22.9% |
| 6M | -45.1% | -8.7% | -36.5% | -43.8% |
| YTD | +16.5% | +43.9% | -27.4% | +4.1% |
| 1Y | +19.3% | +49.8% | -30.5% | +5.3% |
| 3Y | -20.0% | +211.7% | -231.7% | -43.6% |
| 5Y | -32.0% | +781.6% | -813.6% | -66.5% |
| All | -32.0% | +771.0% | -803.0% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling