+164.9%
GD vs FFIV
+124.6%
+40.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +1.9% | +1.9% | 0.0% | +1.4% |
| 30D | +9.2% | -33.3% | +42.5% | +19.8% |
| 3M | -7.5% | -24.9% | +17.4% | -2.0% |
| 6M | +5.8% | -10.5% | +16.3% | +6.2% |
| YTD | +9.8% | +24.4% | -14.6% | 0.0% |
| 1Y | +5.8% | +32.3% | -26.5% | -5.4% |
| 3Y | +58.0% | +99.7% | -41.7% | +20.9% |
| 5Y | +100.4% | +38.4% | +62.0% | +68.7% |
| All | +164.9% | +124.6% | +40.3% | +76.6% |
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