+643.2%
GEV vs FFIV
+107.4%
+535.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +8.1% | -1.5% | +9.6% | +8.9% |
| 30D | -1.9% | -2.7% | +0.7% | -0.8% |
| 3M | +4.1% | -1.7% | +5.7% | +4.6% |
| 6M | +23.2% | +36.1% | -12.9% | +3.5% |
| YTD | +48.9% | +52.6% | -3.7% | +15.0% |
| 1Y | +62.2% | +21.5% | +40.7% | +45.5% |
| All | +643.2% | +107.4% | +535.8% | +444.3% |
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 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