+43.9%
GEV vs FFIV
+22.0%
+21.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.5% |
| 7D | -1.9% | +1.6% | -3.5% | -2.3% |
| 30D | -8.7% | -3.7% | -4.9% | -8.0% |
| 3M | +6.6% | +2.0% | +4.6% | +6.5% |
| 6M | +10.2% | +39.3% | -29.0% | +3.8% |
| YTD | +41.6% | +56.1% | -14.5% | +28.5% |
| 1Y | +43.9% | +22.0% | +21.9% | +47.3% |
| All | +43.9% | +22.0% | +21.9% | +47.3% |
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