+620.7%
GEV vs FFIV
+107.8%
+512.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.3% | -1.0% | +4.2% | +3.7% |
| 30D | -7.5% | -5.1% | -2.4% | -5.3% |
| 3M | -2.2% | -4.5% | +2.3% | -0.2% |
| 6M | +12.1% | +36.5% | -24.4% | -6.0% |
| YTD | +44.4% | +53.0% | -8.6% | +11.4% |
| 1Y | +57.7% | +24.2% | +33.4% | +39.2% |
| All | +620.7% | +107.8% | +512.9% | +427.3% |
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 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