+97.2%
GD vs FFIV
+91.3%
+5.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -5.3% | -1.0% | -4.3% | -5.1% |
| 30D | -6.4% | -5.1% | -1.4% | -5.6% |
| 3M | +5.7% | -4.5% | +10.2% | +6.2% |
| 6M | -0.9% | +36.5% | -37.4% | -7.5% |
| YTD | +8.2% | +53.0% | -44.8% | -1.5% |
| 1Y | +13.4% | +24.2% | -10.8% | +7.3% |
| 3Y | +68.5% | +137.2% | -68.7% | +36.2% |
| All | +97.2% | +91.3% | +5.9% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling