-16.4%
GFS vs FFIV
+43.7%
-60.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.4% |
| 7D | -7.8% | -8.1% | +0.3% | -3.0% |
| 30D | -19.7% | -33.4% | +13.7% | -0.1% |
| 3M | -23.1% | -24.7% | +1.6% | -12.3% |
| 6M | -46.4% | -8.8% | -37.5% | -45.8% |
| YTD | +11.0% | +21.8% | -10.7% | -8.7% |
| 1Y | +12.6% | +25.3% | -12.6% | -9.4% |
| 3Y | -24.9% | +101.2% | -126.1% | -59.4% |
| 5Y | -39.1% | +40.2% | -79.3% | -57.9% |
| All | -16.4% | +43.7% | -60.2% | -44.3% |
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