+331.2%
CG vs FFIV
+239.4%
+91.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -7.9% | -6.2% |
| 7D | -6.4% | +3.5% | -9.9% | -8.4% |
| 30D | -7.1% | -1.3% | -5.8% | -6.8% |
| 3M | -1.6% | +2.4% | -4.0% | -3.9% |
| 6M | -8.3% | +41.8% | -50.1% | -27.0% |
| YTD | -23.8% | +58.5% | -82.3% | -43.6% |
| 1Y | -28.7% | +24.3% | -53.1% | -39.5% |
| 3Y | +49.2% | +152.0% | -102.9% | -16.8% |
| 5Y | +5.5% | +99.1% | -93.6% | -34.0% |
| 10Y | +331.2% | +242.8% | +88.5% | +95.9% |
| All | +331.2% | +239.4% | +91.8% | +95.9% |
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