+165.2%
GD vs FFIV
+118.6%
+46.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.8% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +8.6% | -32.4% | +41.0% | +18.7% |
| 3M | -7.1% | -25.7% | +18.6% | -1.3% |
| 6M | +7.5% | -13.5% | +21.0% | +8.9% |
| YTD | +9.9% | +21.1% | -11.2% | +0.8% |
| 1Y | +7.6% | +29.4% | -21.9% | -3.3% |
| 3Y | +56.2% | +94.9% | -38.7% | +20.2% |
| 5Y | +100.6% | +34.7% | +65.9% | +70.0% |
| All | +165.2% | +118.6% | +46.6% | +78.0% |
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