+1,767.9%
GD vs FFIV
+5,982.7%
-4,214.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.1% | -1.8% |
| 7D | -3.9% | -14.2% | +10.3% | -2.6% |
| 30D | +8.1% | -33.6% | +41.7% | +11.9% |
| 3M | -6.8% | -24.2% | +17.4% | -4.8% |
| 6M | +3.0% | -8.3% | +11.3% | +3.2% |
| YTD | +7.8% | +22.1% | -14.4% | +5.0% |
| 1Y | +5.8% | +26.5% | -20.7% | +2.7% |
| 3Y | +55.3% | +102.3% | -47.0% | +43.6% |
| 5Y | +96.7% | +40.6% | +56.1% | +86.8% |
| 10Y | +195.4% | +129.7% | +65.7% | +166.9% |
| All | +1,767.9% | +5,982.7% | -4,214.8% | +1,329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling