+54.9%
GD vs FFIV
+102.8%
-47.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.1% | -1.7% |
| 7D | -3.9% | -14.2% | +10.3% | -2.2% |
| 30D | +8.1% | -33.6% | +41.7% | +13.2% |
| 3M | -6.8% | -24.2% | +17.4% | -4.4% |
| 6M | +3.0% | -8.3% | +11.3% | +1.9% |
| YTD | +7.8% | +22.1% | -14.4% | +1.5% |
| 1Y | +5.8% | +26.5% | -20.7% | -0.9% |
| All | +54.9% | +102.8% | -47.9% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling