+518.8%
GEV vs FFIV
+70.3%
+448.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.0% |
| 7D | -3.0% | -2.9% | 0.0% | -1.5% |
| 30D | -18.9% | -32.4% | +13.5% | -4.6% |
| 3M | -20.1% | -22.7% | +2.6% | -12.3% |
| 6M | -24.6% | -10.7% | -13.9% | -23.2% |
| YTD | +24.0% | +25.4% | -1.4% | +2.1% |
| 1Y | +40.6% | +34.2% | +6.5% | +10.4% |
| All | +518.8% | +70.3% | +448.5% | +383.4% |
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 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