+17.7%
GFS vs FFIV
+33.5%
-15.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -12.5% | -9.8% | -2.7% | -9.4% |
| 30D | -16.9% | -28.1% | +11.2% | -8.8% |
| 3M | -22.3% | -20.0% | -2.2% | -18.8% |
| 6M | -40.2% | -0.1% | -40.2% | -41.1% |
| YTD | +16.0% | +29.2% | -13.2% | +7.4% |
| 1Y | +17.7% | +36.6% | -18.9% | +6.2% |
| All | +17.7% | +33.5% | -15.8% | +6.2% |
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