+514.9%
GEV vs FFIV
+64.5%
+450.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.7% |
| 7D | +3.7% | -0.5% | +4.3% | +4.1% |
| 30D | -14.7% | -32.4% | +17.7% | +0.2% |
| 3M | -23.4% | -25.7% | +2.3% | -14.4% |
| 6M | -24.3% | -13.5% | -10.8% | -21.8% |
| YTD | +23.2% | +21.1% | +2.1% | +3.1% |
| 1Y | +44.2% | +29.4% | +14.8% | +15.1% |
| All | +514.9% | +64.5% | +450.3% | +387.9% |
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