+148.0%
FFIV vs GFI
+292.6%
-144.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.4% |
| 7D | +1.6% | -5.1% | +6.8% | +1.9% |
| 30D | -3.7% | +13.4% | -17.2% | -4.4% |
| 3M | +2.0% | +36.2% | -34.3% | 0.0% |
| 6M | +39.3% | -9.8% | +49.1% | +39.6% |
| YTD | +56.1% | +7.7% | +48.4% | +55.3% |
| 1Y | +22.0% | +27.2% | -5.2% | +19.8% |
| All | +148.0% | +292.6% | -144.6% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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