+305.9%
CG vs FFIV
+126.0%
+180.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +2.0% | -4.2% | +6.1% | +4.5% |
| 30D | +8.5% | -33.9% | +42.4% | +32.8% |
| 3M | -12.1% | -22.6% | +10.5% | -2.7% |
| 6M | -16.4% | -10.4% | -6.1% | -16.0% |
| YTD | -28.0% | +24.3% | -52.3% | -41.4% |
| 1Y | -18.9% | +31.8% | -50.7% | -36.4% |
| 3Y | +51.2% | +99.5% | -48.3% | -8.4% |
| 5Y | -15.9% | +40.7% | -56.6% | -39.1% |
| 10Y | +305.9% | +126.9% | +179.0% | +106.5% |
| All | +305.9% | +126.0% | +180.0% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling