+5,150.0%
FFIV vs GFI
+3,003.5%
+2,146.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.4% |
| 7D | -1.0% | +3.1% | -4.1% | -1.1% |
| 30D | -5.1% | +27.1% | -32.2% | -5.9% |
| 3M | -4.5% | +21.2% | -25.6% | -5.3% |
| 6M | +36.5% | -4.5% | +41.0% | +36.2% |
| YTD | +53.0% | +11.7% | +41.2% | +51.8% |
| 1Y | +24.2% | +46.0% | -21.8% | +21.8% |
| 3Y | +137.2% | +309.6% | -172.3% | +122.7% |
| 5Y | +91.8% | +506.0% | -414.3% | +76.3% |
| 10Y | +215.2% | +1,009.2% | -794.0% | +179.4% |
| All | +5,150.0% | +3,003.5% | +2,146.5% | +8,468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling