-12.3%
GFS vs FFIV
+46.9%
-59.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +3.6% |
| 7D | -3.1% | -2.1% | -1.0% | -1.7% |
| 30D | -16.0% | -33.8% | +17.8% | +5.0% |
| 3M | -24.7% | -20.6% | -4.1% | -16.8% |
| 6M | -45.1% | -10.2% | -34.9% | -43.9% |
| YTD | +16.5% | +24.5% | -8.0% | -5.4% |
| 1Y | +19.3% | +29.3% | -10.0% | -5.8% |
| 3Y | -20.0% | +103.8% | -123.7% | -56.9% |
| 5Y | -32.0% | +40.9% | -72.9% | -52.7% |
| All | -12.3% | +46.9% | -59.3% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling