+42.6%
GEV vs FFIV
+32.1%
+10.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +6.2% | +1.9% | +4.3% | +5.8% |
| 30D | -18.4% | -33.3% | +14.9% | -12.4% |
| 3M | -21.2% | -24.9% | +3.7% | -17.2% |
| 6M | -23.6% | -10.5% | -13.0% | -19.7% |
| YTD | +25.5% | +24.4% | +1.1% | +30.1% |
| 1Y | +42.6% | +32.3% | +10.3% | +54.1% |
| All | +42.6% | +32.1% | +10.5% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling