+188.5%
GD vs FFIV
+126.1%
+62.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | -8.1% | +3.2% | -3.0% |
| 30D | +8.9% | -33.4% | +42.3% | +19.5% |
| 3M | -8.0% | -24.7% | +16.7% | -2.7% |
| 6M | +2.9% | -8.8% | +11.7% | +2.7% |
| YTD | +7.1% | +21.8% | -14.7% | -2.0% |
| 1Y | +5.9% | +25.3% | -19.4% | -3.9% |
| 3Y | +53.9% | +101.2% | -47.3% | +17.1% |
| 5Y | +95.4% | +40.2% | +55.2% | +63.2% |
| All | +188.5% | +126.1% | +62.5% | +88.9% |
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