+85.6%
FTV vs GFI
+1,000.9%
-915.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -2.2% |
| 7D | -5.2% | -5.1% | -0.1% | -5.1% |
| 30D | -11.5% | +13.4% | -25.0% | -11.9% |
| 3M | -9.0% | +36.2% | -45.3% | -9.9% |
| 6M | -2.0% | -9.8% | +7.8% | -2.0% |
| YTD | -0.9% | +7.7% | -8.6% | -1.5% |
| 1Y | +14.8% | +27.2% | -12.4% | +13.5% |
| 3Y | -5.5% | +300.3% | -305.8% | -10.0% |
| 5Y | -1.9% | +539.8% | -541.6% | -8.0% |
| 10Y | +78.2% | +1,058.5% | -980.3% | +77.5% |
| All | +85.6% | +1,000.9% | -915.2% | +82.7% |
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