-10.3%
GFS vs FFIV
+43.0%
-53.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.1% |
| 7D | +7.4% | -0.5% | +7.9% | +7.8% |
| 30D | -15.3% | -32.4% | +17.1% | +4.8% |
| 3M | -21.1% | -25.7% | +4.6% | -9.0% |
| 6M | -44.5% | -13.5% | -31.0% | -42.0% |
| YTD | +19.2% | +21.1% | -1.9% | -1.5% |
| 1Y | +27.2% | +29.4% | -2.2% | +0.1% |
| 3Y | -20.1% | +94.9% | -115.0% | -55.7% |
| 5Y | -25.6% | +34.7% | -60.3% | -46.4% |
| All | -10.3% | +43.0% | -53.2% | -40.0% |
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