+1,774.7%
GD vs FFIV
+7,518.9%
-5,744.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -5.3% | -1.0% | -4.3% | -5.2% |
| 30D | -6.4% | -5.1% | -1.4% | -6.0% |
| 3M | +5.7% | -4.5% | +10.2% | +6.0% |
| 6M | -0.9% | +36.5% | -37.4% | -4.0% |
| YTD | +8.2% | +53.0% | -44.8% | +3.6% |
| 1Y | +13.4% | +24.2% | -10.8% | +10.6% |
| 3Y | +68.5% | +137.2% | -68.7% | +54.0% |
| 5Y | +97.2% | +91.8% | +5.4% | +82.7% |
| 10Y | +190.2% | +215.2% | -25.0% | +155.9% |
| All | +1,774.7% | +7,518.9% | -5,744.2% | +1,310.5% |
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